+9,643.2%
PCAR vs RMD
+38,033.0%
-28,389.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +2.9% | +1.2% | +1.7% | +2.7% |
| 30D | -2.1% | +2.5% | -4.6% | -2.7% |
| 3M | -20.4% | +11.5% | -31.9% | -22.3% |
| 6M | -7.0% | +14.7% | -21.7% | -9.9% |
| YTD | -2.6% | -1.3% | -1.3% | -3.0% |
| 1Y | +9.8% | -5.3% | +15.0% | +10.3% |
| 3Y | +37.3% | +68.8% | -31.5% | +21.0% |
| 5Y | +116.4% | -5.9% | +122.3% | +110.8% |
| 10Y | +293.0% | +348.7% | -55.7% | +175.1% |
| All | +9,643.2% | +38,033.0% | -28,389.8% | +4,379.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling