+1.6%
PCAR vs RDW
+22.8%
-21.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | -0.3% |
| 7D | -0.2% | +3.6% | -3.8% | -0.4% |
| 30D | -6.9% | -18.4% | +11.6% | -6.1% |
| 3M | +2.1% | -32.1% | +34.2% | +3.8% |
| 6M | +1.6% | +10.9% | -9.3% | -2.0% |
| All | +1.6% | +22.8% | -21.3% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling