+150.5%
PCAR vs RDW
-0.7%
+151.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | -1.6% | +0.9% | -2.4% | -1.7% |
| 30D | -6.4% | -21.3% | +14.9% | -5.1% |
| 3M | +4.7% | -37.9% | +42.5% | +7.0% |
| 6M | +4.5% | +12.3% | -7.8% | +1.8% |
| YTD | +13.0% | +39.7% | -26.7% | +7.2% |
| 1Y | +23.6% | +25.7% | -2.1% | +17.1% |
| 3Y | +60.7% | +230.8% | -170.1% | +33.9% |
| 5Y | +164.5% | -8.8% | +173.3% | +124.3% |
| All | +150.5% | -0.7% | +151.3% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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