+169.4%
PCAR vs RVMD
+540.6%
-371.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.4% | +8.8% | +2.9% |
| 7D | +2.2% | -9.5% | +11.7% | +2.9% |
| 30D | +0.3% | -6.8% | +7.2% | +0.7% |
| 3M | -17.9% | -12.1% | -5.8% | -17.3% |
| 6M | -3.4% | +25.4% | -28.8% | -5.6% |
| YTD | -0.1% | +126.9% | -127.0% | -8.7% |
| 1Y | +13.4% | +182.0% | -168.6% | +1.5% |
| 3Y | +37.2% | +816.8% | -779.6% | +9.2% |
| 5Y | +117.3% | +464.0% | -346.6% | +72.2% |
| All | +169.4% | +540.6% | -371.1% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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