+70.4%
PCAR vs RRC
+31.1%
+39.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | -0.5% | +1.3% | -1.8% | -0.7% |
| 30D | -6.2% | +10.1% | -16.4% | -7.3% |
| 3M | +5.9% | +4.0% | +1.9% | +5.3% |
| 6M | +0.4% | +1.6% | -1.2% | -0.2% |
| YTD | +14.8% | +19.7% | -4.9% | +11.0% |
| 1Y | +30.1% | +21.4% | +8.7% | +25.0% |
| All | +70.4% | +31.1% | +39.4% | +58.9% |
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