+165.3%
PCAR vs RNG
-70.0%
+235.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -1.4% |
| 7D | 0.0% | -0.8% | +0.9% | +0.1% |
| 30D | -7.7% | +11.4% | -19.1% | -8.7% |
| 3M | +3.7% | +72.1% | -68.4% | -1.9% |
| 6M | +2.3% | +67.9% | -65.6% | -3.7% |
| YTD | +12.8% | +144.3% | -131.5% | +1.1% |
| 1Y | +27.8% | +117.5% | -89.8% | +15.8% |
| 3Y | +61.8% | +123.9% | -62.1% | +42.8% |
| All | +165.3% | -70.0% | +235.2% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling