+293.0%
PCAR vs RRC
+63.1%
+229.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +2.9% | -10.3% | +13.2% | +4.2% |
| 30D | -2.1% | +19.5% | -21.6% | -4.5% |
| 3M | -20.4% | +27.9% | -48.3% | -23.0% |
| 6M | -7.0% | +21.2% | -28.1% | -9.6% |
| YTD | -2.6% | +39.6% | -42.2% | -7.3% |
| 1Y | +9.8% | +31.3% | -21.5% | +5.2% |
| 3Y | +37.3% | +51.9% | -14.7% | +27.8% |
| 5Y | +116.4% | +110.2% | +6.3% | +88.1% |
| 10Y | +293.0% | +56.7% | +236.3% | +195.4% |
| All | +293.0% | +63.1% | +229.9% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling