+117.3%
PCAR vs RBA
+47.4%
+70.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +0.3% | +9.0% | -8.6% | -1.8% |
| 3M | -17.9% | +7.2% | -25.1% | -19.5% |
| 6M | -3.4% | -7.8% | +4.4% | -2.1% |
| YTD | -0.1% | -6.4% | +6.3% | +0.6% |
| 1Y | +13.4% | -4.2% | +17.6% | +13.6% |
| 3Y | +37.2% | +64.1% | -26.9% | +23.5% |
| 5Y | +117.3% | +48.4% | +68.9% | +99.1% |
| All | +117.3% | +47.4% | +70.0% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling