+162.5%
PCAR vs RPRX
+79.2%
+83.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.3% |
| 7D | +2.9% | +3.4% | -0.5% | +2.4% |
| 30D | -2.1% | +20.8% | -22.9% | -5.2% |
| 3M | -20.4% | +21.6% | -42.0% | -23.0% |
| 6M | -7.0% | +36.5% | -43.5% | -12.0% |
| YTD | -2.6% | +80.4% | -83.1% | -12.3% |
| 1Y | +9.8% | +81.8% | -72.0% | -1.3% |
| 3Y | +37.3% | +170.9% | -133.6% | +14.6% |
| 5Y | +116.4% | +95.2% | +21.3% | +91.4% |
| All | +162.5% | +79.2% | +83.4% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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