+116.4%
PCAR vs RVMD
+508.4%
-391.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +3.4% |
| 7D | +2.9% | +6.4% | -3.5% | +2.4% |
| 30D | -2.1% | +5.5% | -7.6% | -2.7% |
| 3M | -20.4% | -2.4% | -17.9% | -20.4% |
| 6M | -7.0% | +41.1% | -48.1% | -9.8% |
| YTD | -2.6% | +151.3% | -153.9% | -11.5% |
| 1Y | +9.8% | +228.1% | -218.3% | -2.8% |
| 3Y | +37.3% | +899.8% | -862.5% | +9.2% |
| 5Y | +116.4% | +514.0% | -397.5% | +64.8% |
| All | +116.4% | +508.4% | -391.9% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling