+70.4%
PCAR vs RGEN
-3.7%
+74.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.3% |
| 7D | -0.5% | -4.9% | +4.4% | +0.2% |
| 30D | -6.2% | +5.7% | -11.9% | -7.1% |
| 3M | +5.9% | +32.4% | -26.5% | +1.0% |
| 6M | +0.4% | +33.2% | -32.8% | -4.8% |
| YTD | +14.8% | +2.3% | +12.5% | +13.3% |
| 1Y | +30.1% | +39.0% | -8.9% | +22.3% |
| All | +70.4% | -3.7% | +74.2% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling