+33.5%
PCAR vs RBA
+51.9%
-18.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | +3.5% | +3.2% | +0.3% | +2.5% |
| 30D | -2.3% | +12.0% | -14.3% | -5.7% |
| 3M | -19.3% | +2.9% | -22.2% | -20.2% |
| 6M | -7.1% | -6.3% | -0.9% | -6.0% |
| YTD | -2.8% | -5.9% | +3.1% | -2.4% |
| 1Y | +9.3% | -3.9% | +13.2% | +9.0% |
| 3Y | +33.5% | +64.9% | -31.4% | +18.6% |
| All | +33.5% | +51.9% | -18.3% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling