+435.2%
PCAR vs RNG
+327.7%
+107.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.0% | +0.5% |
| 7D | -0.5% | +5.8% | -6.3% | -1.1% |
| 30D | -6.2% | +19.6% | -25.8% | -8.0% |
| 3M | +5.9% | +67.0% | -61.1% | -0.1% |
| 6M | +0.4% | +88.4% | -88.0% | -7.2% |
| YTD | +14.8% | +155.5% | -140.7% | +1.7% |
| 1Y | +30.1% | +141.7% | -111.6% | +15.7% |
| 3Y | +66.7% | +131.1% | -64.4% | +45.7% |
| 5Y | +166.1% | -70.6% | +236.7% | +174.6% |
| 10Y | +353.7% | +228.2% | +125.5% | +198.0% |
| All | +435.2% | +327.7% | +107.5% | +231.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling