+293.8%
RCL vs PCAR
+113.3%
+180.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.3% | -2.7% |
| 7D | -0.2% | +2.1% | -2.3% | -1.8% |
| 30D | +14.4% | -1.2% | +15.6% | +15.3% |
| 3M | +5.2% | -18.6% | +23.8% | +21.7% |
| 6M | +26.1% | -5.1% | +31.2% | +29.4% |
| YTD | +17.4% | -1.8% | +19.1% | +16.2% |
| 1Y | +24.7% | +10.6% | +14.0% | +12.7% |
| 3Y | +250.9% | +34.9% | +216.0% | +145.0% |
| 5Y | +293.8% | +114.0% | +179.9% | +59.7% |
| All | +293.8% | +113.3% | +180.6% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling