+295.0%
PCAR vs RGEN
+450.6%
-155.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +2.2% | -3.1% | +5.3% | +2.6% |
| 30D | +0.3% | +0.1% | +0.3% | +0.2% |
| 3M | -17.9% | +4.8% | -22.7% | -18.9% |
| 6M | -3.4% | +48.9% | -52.3% | -9.7% |
| YTD | -0.1% | +5.3% | -5.4% | -2.2% |
| 1Y | +13.4% | +12.5% | +0.9% | +10.0% |
| 3Y | +37.2% | +17.0% | +20.2% | +28.4% |
| 5Y | +117.3% | -35.4% | +152.7% | +112.3% |
| 10Y | +295.0% | +434.6% | -139.6% | +151.2% |
| All | +295.0% | +450.6% | -155.7% | +151.2% |
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