+3,836.7%
PCAR vs RBA
+3,565.6%
+271.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -0.5% | -2.9% | +2.4% | +0.4% |
| 30D | -6.2% | -12.3% | +6.1% | -2.6% |
| 3M | +5.9% | -20.5% | +26.4% | +12.9% |
| 6M | +0.4% | -18.5% | +18.9% | +6.1% |
| YTD | +14.8% | -18.2% | +33.1% | +20.8% |
| 1Y | +30.1% | -27.5% | +57.6% | +41.7% |
| 3Y | +66.7% | +38.1% | +28.6% | +47.0% |
| 5Y | +166.1% | +44.8% | +121.3% | +124.1% |
| 10Y | +353.7% | +187.1% | +166.5% | +191.6% |
| All | +3,836.7% | +3,565.6% | +271.2% | +1,492.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling