+245.3%
RCL vs PCAR
+108.5%
+136.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.6% | -2.0% |
| 7D | +3.9% | +2.2% | +1.8% | +2.5% |
| 30D | +11.8% | -4.4% | +16.2% | +15.4% |
| 3M | -0.8% | -21.4% | +20.6% | +17.8% |
| 6M | +23.6% | -7.3% | +31.0% | +29.4% |
| YTD | +17.6% | -3.8% | +21.4% | +18.4% |
| 1Y | +28.3% | +6.3% | +22.0% | +19.6% |
| 3Y | +261.4% | +34.4% | +227.1% | +152.4% |
| 5Y | +245.3% | +109.2% | +136.1% | +42.3% |
| All | +245.3% | +108.5% | +136.8% | +42.3% |
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