+367.9%
PCAR vs RNG
+215.2%
+152.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.2% | -4.1% | +3.8% | +0.2% |
| 30D | -6.9% | +8.6% | -15.5% | -7.7% |
| 3M | +2.1% | +78.0% | -75.9% | -3.7% |
| 6M | +1.6% | +67.0% | -65.5% | -4.2% |
| YTD | +12.2% | +142.4% | -130.2% | +1.1% |
| 1Y | +28.0% | +120.4% | -92.4% | +16.2% |
| 3Y | +61.0% | +122.1% | -61.2% | +43.1% |
| 5Y | +163.9% | -69.8% | +233.8% | +166.4% |
| 10Y | +367.9% | +223.4% | +144.5% | +194.3% |
| All | +367.9% | +215.2% | +152.7% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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