+46.1%
RSP vs PCAR
+108.5%
-62.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.3% |
| 7D | -1.4% | +2.2% | -3.6% | -2.3% |
| 30D | +2.1% | -4.4% | +6.5% | +3.9% |
| 3M | -0.9% | -21.4% | +20.5% | +8.7% |
| 6M | +7.5% | -7.3% | +14.9% | +10.0% |
| YTD | +14.6% | -3.8% | +18.3% | +14.7% |
| 1Y | +17.6% | +6.3% | +11.3% | +12.8% |
| 3Y | +60.8% | +34.4% | +26.4% | +32.8% |
| 5Y | +46.1% | +109.2% | -63.1% | -7.7% |
| All | +46.1% | +108.5% | -62.4% | -7.7% |
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