+12,304.7%
PCAR vs RGEN
+1,634.9%
+10,669.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -2.6% |
| 7D | +0.1% | -1.9% | +2.0% | +0.2% |
| 30D | -4.6% | +3.7% | -8.3% | -4.8% |
| 3M | -22.6% | +8.8% | -31.4% | -23.0% |
| 6M | -12.0% | +38.0% | -49.9% | -13.7% |
| YTD | -6.1% | +5.9% | -12.0% | -6.8% |
| 1Y | +6.3% | +19.7% | -13.3% | +4.9% |
| 3Y | +31.8% | +20.5% | +11.3% | +28.8% |
| 5Y | +104.2% | -35.0% | +139.2% | +102.9% |
| 10Y | +302.9% | +540.9% | -238.0% | +257.3% |
| All | +12,304.7% | +1,634.9% | +10,669.8% | +8,893.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling