+115.2%
PCAR vs RL
+239.2%
-123.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +4.9% | +2.6% | +2.3% | +4.0% |
| 30D | -1.4% | +2.9% | -4.4% | -2.5% |
| 3M | -18.1% | 0.0% | -18.1% | -18.4% |
| 6M | -4.0% | +17.1% | -21.1% | -9.8% |
| YTD | -1.5% | +10.1% | -11.6% | -5.9% |
| 1Y | +13.2% | +17.3% | -4.1% | +5.7% |
| 3Y | +35.8% | +249.3% | -213.5% | -15.8% |
| All | +115.2% | +239.2% | -123.9% | +31.3% |
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