-26.0%
RBLX vs PCAR
+101.3%
-127.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.7% |
| 7D | +7.9% | +2.1% | +5.8% | +7.1% |
| 30D | +3.9% | -1.2% | +5.1% | +4.3% |
| 3M | +44.7% | -18.6% | +63.3% | +54.8% |
| 6M | +23.8% | -5.1% | +28.9% | +25.3% |
| YTD | -36.5% | -1.8% | -34.8% | -36.7% |
| 1Y | -50.7% | +10.6% | -61.4% | -53.0% |
| 3Y | +33.8% | +34.9% | -1.1% | +8.4% |
| 5Y | -52.2% | +114.0% | -166.2% | -70.1% |
| All | -26.0% | +101.3% | -127.3% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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