+5,092.0%
PCAR vs RL
+1,366.2%
+3,725.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.6% |
| 7D | -0.5% | -0.8% | +0.3% | -0.2% |
| 30D | -6.2% | -7.8% | +1.5% | -3.6% |
| 3M | +5.9% | -4.0% | +9.9% | +7.1% |
| 6M | +0.4% | -1.9% | +2.3% | -0.1% |
| YTD | +14.8% | -0.2% | +15.0% | +13.3% |
| 1Y | +30.1% | +10.7% | +19.4% | +23.4% |
| 3Y | +66.7% | +210.8% | -144.1% | +4.8% |
| 5Y | +166.1% | +238.2% | -72.1% | +56.2% |
| 10Y | +353.7% | +313.4% | +40.3% | +119.6% |
| All | +5,092.0% | +1,366.2% | +3,725.8% | +1,243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling