+1,120.4%
RSP vs PCAR
+1,878.3%
-757.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.1% |
| 7D | -1.4% | +2.2% | -3.6% | -2.4% |
| 30D | +2.1% | -4.4% | +6.5% | +4.2% |
| 3M | -0.9% | -21.4% | +20.5% | +10.9% |
| 6M | +7.5% | -7.3% | +14.9% | +10.5% |
| YTD | +14.6% | -3.8% | +18.3% | +15.0% |
| 1Y | +17.6% | +6.3% | +11.3% | +12.3% |
| 3Y | +60.8% | +34.4% | +26.4% | +33.0% |
| 5Y | +46.1% | +109.2% | -63.1% | -4.4% |
| 10Y | +221.4% | +312.9% | -91.5% | +46.0% |
| All | +1,120.4% | +1,878.3% | -757.9% | +124.9% |
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