+115.2%
PCAR vs RMD
-7.7%
+122.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +4.9% | +2.1% | +2.9% | +4.5% |
| 30D | -1.4% | +2.1% | -3.5% | -2.0% |
| 3M | -18.1% | +6.2% | -24.4% | -19.4% |
| 6M | -4.0% | +19.4% | -23.4% | -8.2% |
| YTD | -1.5% | +0.5% | -2.0% | -2.3% |
| 1Y | +13.2% | -3.9% | +17.1% | +13.3% |
| 3Y | +35.8% | +72.5% | -36.7% | +19.2% |
| All | +115.2% | -7.7% | +122.9% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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