+106.6%
PCAR vs RGEN
-35.1%
+141.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -2.8% |
| 7D | +0.1% | -1.9% | +2.0% | +0.3% |
| 30D | -4.6% | +3.7% | -8.3% | -5.2% |
| 3M | -22.6% | +8.8% | -31.4% | -23.8% |
| 6M | -12.0% | +38.0% | -49.9% | -16.6% |
| YTD | -6.1% | +5.9% | -12.0% | -8.0% |
| 1Y | +6.3% | +19.7% | -13.3% | +2.4% |
| 3Y | +31.8% | +20.5% | +11.3% | +23.6% |
| All | +106.6% | -35.1% | +141.8% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling