+213.2%
RSP vs PCAR
+292.6%
-79.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.7% | +3.8% | -3.1% | -1.0% |
| 30D | +3.7% | -2.0% | +5.6% | +4.5% |
| 3M | +0.7% | -19.1% | +19.8% | +10.9% |
| 6M | +9.0% | -6.8% | +15.9% | +11.7% |
| YTD | +16.7% | -2.5% | +19.2% | +16.2% |
| 1Y | +19.0% | +9.7% | +9.3% | +11.6% |
| 3Y | +64.7% | +34.0% | +30.8% | +34.5% |
| 5Y | +49.6% | +113.3% | -63.7% | -7.1% |
| 10Y | +213.2% | +278.2% | -65.0% | +45.1% |
| All | +213.2% | +292.6% | -79.4% | +45.1% |
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 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