+278.2%
PCAR vs RGEN
+457.6%
-179.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.6% |
| 7D | +3.8% | -2.4% | +6.2% | +4.1% |
| 30D | -2.0% | +0.1% | -2.0% | -2.1% |
| 3M | -19.1% | +6.6% | -25.7% | -20.2% |
| 6M | -6.8% | +40.9% | -47.7% | -12.2% |
| YTD | -2.5% | +6.2% | -8.6% | -4.6% |
| 1Y | +9.7% | +19.4% | -9.8% | +5.4% |
| 3Y | +34.0% | +17.9% | +16.0% | +25.3% |
| 5Y | +113.3% | -34.0% | +147.4% | +107.8% |
| 10Y | +278.2% | +453.9% | -175.7% | +142.1% |
| All | +278.2% | +457.6% | -179.4% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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