+31.8%
PCAR vs RRC
+36.3%
-4.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -2.2% |
| 7D | +0.1% | -10.8% | +10.9% | +1.0% |
| 30D | -4.6% | +22.3% | -26.9% | -6.9% |
| 3M | -22.6% | +26.6% | -49.2% | -24.8% |
| 6M | -12.0% | +18.9% | -30.9% | -13.9% |
| YTD | -6.1% | +39.2% | -45.3% | -11.1% |
| 1Y | +6.3% | +34.0% | -27.6% | +1.2% |
| 3Y | +31.8% | +42.0% | -10.2% | +21.2% |
| All | +31.8% | +36.3% | -4.5% | +21.2% |
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