+172.3%
PCAR vs RL
+238.1%
-65.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.5% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | -6.2% | -7.8% | +1.5% | -3.9% |
| 3M | +5.9% | -4.0% | +9.9% | +6.9% |
| 6M | +0.4% | -1.9% | +2.3% | +0.1% |
| YTD | +14.8% | -0.2% | +15.0% | +13.6% |
| 1Y | +30.1% | +10.7% | +19.4% | +24.2% |
| 3Y | +66.7% | +210.8% | -144.1% | +9.9% |
| All | +172.3% | +238.1% | -65.8% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling