+353.1%
PCAR vs RNG
+328.0%
+25.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | +3.5% | -6.0% | +9.5% | +4.1% |
| 30D | -2.3% | -7.4% | +5.1% | -1.7% |
| 3M | -19.3% | +14.6% | -33.9% | -20.7% |
| 6M | -7.1% | +61.5% | -68.6% | -12.5% |
| YTD | -2.8% | +155.7% | -158.5% | -14.1% |
| 1Y | +9.3% | +172.5% | -163.2% | -4.1% |
| 3Y | +33.5% | +168.0% | -134.5% | +14.9% |
| 5Y | +112.6% | -73.8% | +186.4% | +122.4% |
| 10Y | +276.9% | +240.3% | +36.7% | +146.0% |
| All | +353.1% | +328.0% | +25.1% | +179.7% |
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