+4,549.4%
RCL vs PCAR
+10,181.1%
-5,631.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -5.1% | -0.5% | -4.6% | -4.8% |
| 30D | -19.0% | -6.2% | -12.8% | -16.2% |
| 3M | -9.6% | +5.9% | -15.5% | -12.5% |
| 6M | -6.7% | +0.4% | -7.1% | -7.2% |
| YTD | -3.9% | +14.8% | -18.7% | -11.3% |
| 1Y | -25.1% | +30.1% | -55.2% | -35.4% |
| 3Y | +179.1% | +66.7% | +112.5% | +107.6% |
| 5Y | +243.3% | +166.1% | +77.2% | +101.8% |
| 10Y | +325.8% | +353.7% | -27.9% | +97.7% |
| All | +4,549.4% | +10,181.1% | -5,631.7% | +888.1% |
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