+0.4%
PCAR vs RNG
+99.4%
-99.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.0% | +0.1% |
| 7D | -0.5% | +5.8% | -6.3% | -0.3% |
| 30D | -6.2% | +19.6% | -25.8% | -5.7% |
| 3M | +5.9% | +67.0% | -61.1% | +7.8% |
| 6M | +0.4% | +88.4% | -88.0% | +2.8% |
| All | +0.4% | +99.4% | -99.0% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling