+294.0%
PCAR vs RL
+356.1%
-62.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.0% |
| 7D | +0.1% | -4.2% | +4.2% | +1.3% |
| 30D | -4.6% | +4.3% | -8.8% | -5.9% |
| 3M | -22.6% | -4.6% | -18.0% | -21.7% |
| 6M | -12.0% | +1.7% | -13.7% | -13.3% |
| YTD | -6.1% | +7.3% | -13.4% | -9.3% |
| 1Y | +6.3% | +20.8% | -14.5% | -1.1% |
| 3Y | +31.8% | +247.0% | -215.2% | -13.6% |
| 5Y | +104.2% | +225.5% | -121.3% | +32.9% |
| All | +294.0% | +356.1% | -62.1% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling