+293.0%
PCAR vs RL
+397.7%
-104.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.2% | +1.9% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | -2.1% | +7.3% | -9.5% | -4.3% |
| 3M | -20.4% | +1.0% | -21.4% | -20.9% |
| 6M | -7.0% | +11.8% | -18.7% | -10.9% |
| YTD | -2.6% | +13.6% | -16.3% | -7.6% |
| 1Y | +9.8% | +24.0% | -14.3% | +1.4% |
| 3Y | +37.3% | +256.6% | -219.3% | -10.6% |
| 5Y | +116.4% | +240.2% | -123.8% | +39.2% |
| 10Y | +293.0% | +373.0% | -80.0% | +123.0% |
| All | +293.0% | +397.7% | -104.7% | +123.0% |
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