+112.6%
PCAR vs RL
+245.5%
-132.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | +3.5% | +1.3% | +2.1% | +2.9% |
| 30D | -2.3% | +7.6% | -9.9% | -4.7% |
| 3M | -19.3% | -1.5% | -17.8% | -19.2% |
| 6M | -7.1% | +12.1% | -19.2% | -11.4% |
| YTD | -2.8% | +13.9% | -16.7% | -8.2% |
| 1Y | +9.3% | +20.7% | -11.4% | +1.1% |
| 3Y | +33.5% | +260.6% | -227.0% | -18.0% |
| 5Y | +112.6% | +248.9% | -136.2% | +28.8% |
| All | +112.6% | +245.5% | -132.9% | +28.8% |
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