+37.7%
PCAR vs RRC
+60.0%
-22.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.3% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | +0.3% | +25.2% | -24.9% | -2.2% |
| 3M | -17.9% | +27.8% | -45.7% | -20.2% |
| 6M | -3.4% | +27.2% | -30.6% | -6.2% |
| YTD | -0.1% | +48.2% | -48.3% | -6.0% |
| 1Y | +13.4% | +34.7% | -21.3% | +8.4% |
| All | +37.7% | +60.0% | -22.4% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling