+287.1%
PCAR vs RRX
+200.5%
+86.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.1% |
| 7D | +4.9% | +4.3% | +0.6% | +3.3% |
| 30D | -1.4% | +12.3% | -13.7% | -6.5% |
| 3M | -18.1% | +3.7% | -21.8% | -20.3% |
| 6M | -4.0% | -13.9% | +9.9% | -1.4% |
| YTD | -1.5% | +26.5% | -27.9% | -15.0% |
| 1Y | +13.2% | +29.3% | -16.1% | -3.5% |
| 3Y | +35.8% | +65.6% | -29.8% | -2.0% |
| 5Y | +114.6% | +10.6% | +104.0% | +77.8% |
| All | +287.1% | +200.5% | +86.6% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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