+208.0%
RSP vs PCAR
+355.9%
-147.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.8% | -0.5% | -0.3% | -0.5% |
| 30D | -0.3% | -6.2% | +5.9% | +2.7% |
| 3M | +4.3% | +5.9% | -1.6% | +1.0% |
| 6M | +8.8% | +0.4% | +8.4% | +7.6% |
| YTD | +15.3% | +14.8% | +0.4% | +6.5% |
| 1Y | +18.3% | +30.1% | -11.8% | +2.3% |
| 3Y | +52.8% | +66.7% | -13.8% | +12.2% |
| 5Y | +51.7% | +166.1% | -114.4% | -15.3% |
| All | +208.0% | +355.9% | -147.9% | +27.0% |
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