+331.5%
RCL vs PCAR
+355.9%
-24.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -5.1% | -0.5% | -4.6% | -4.7% |
| 30D | -19.0% | -6.2% | -12.8% | -14.8% |
| 3M | -9.6% | +5.9% | -15.5% | -14.2% |
| 6M | -6.7% | +0.4% | -7.1% | -7.8% |
| YTD | -3.9% | +14.8% | -18.7% | -15.6% |
| 1Y | -25.1% | +30.1% | -55.2% | -40.9% |
| 3Y | +179.1% | +66.7% | +112.5% | +67.7% |
| 5Y | +243.3% | +166.1% | +77.2% | +34.1% |
| All | +331.5% | +355.9% | -24.4% | +22.4% |
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