+379.0%
RCL vs PCAR
+326.7%
+52.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +0.1% |
| 7D | +5.0% | +2.9% | +2.0% | +2.6% |
| 30D | +19.4% | -2.1% | +21.5% | +21.4% |
| 3M | +5.9% | -20.4% | +26.3% | +26.7% |
| 6M | +23.8% | -7.0% | +30.8% | +29.5% |
| YTD | +22.8% | -2.6% | +25.5% | +22.6% |
| 1Y | +34.3% | +9.8% | +24.5% | +21.3% |
| 3Y | +276.4% | +37.3% | +239.2% | +163.6% |
| 5Y | +281.6% | +116.4% | +165.1% | +75.3% |
| 10Y | +379.0% | +293.0% | +86.1% | +54.6% |
| All | +379.0% | +326.7% | +52.3% | +54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling