+15,068.3%
PCAR vs RRC
+1,202.2%
+13,866.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | -0.5% | +1.3% | -1.8% | -0.7% |
| 30D | -6.2% | +10.1% | -16.4% | -7.4% |
| 3M | +5.9% | +4.0% | +1.9% | +5.2% |
| 6M | +0.4% | +1.6% | -1.2% | -0.2% |
| YTD | +14.8% | +19.7% | -4.9% | +11.8% |
| 1Y | +30.1% | +21.4% | +8.7% | +26.1% |
| 3Y | +66.7% | +29.7% | +37.0% | +58.5% |
| 5Y | +166.1% | +153.9% | +12.3% | +125.9% |
| 10Y | +353.7% | +10.8% | +342.9% | +277.4% |
| All | +15,068.3% | +1,202.2% | +13,866.1% | +10,086.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling