+148.8%
PCAR vs RDW
0.0%
+148.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | -0.2% |
| 7D | -0.2% | +3.6% | -3.8% | -0.4% |
| 30D | -6.9% | -18.4% | +11.6% | -5.8% |
| 3M | +2.1% | -32.1% | +34.2% | +3.8% |
| 6M | +1.6% | +10.9% | -9.3% | -1.0% |
| YTD | +12.2% | +40.8% | -28.6% | +6.4% |
| 1Y | +28.0% | +31.1% | -3.1% | +21.0% |
| 3Y | +61.0% | +245.2% | -184.2% | +33.7% |
| 5Y | +163.9% | -16.7% | +180.7% | +126.4% |
| All | +148.8% | 0.0% | +148.8% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling