+10.6%
PCAR vs RRX
+36.1%
-25.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | +2.1% | +12.6% | -10.5% | -0.5% |
| 30D | -1.2% | +10.6% | -11.8% | -3.7% |
| 3M | -18.6% | +4.6% | -23.2% | -19.7% |
| 6M | -5.1% | -13.6% | +8.5% | -2.7% |
| YTD | -1.8% | +29.4% | -31.2% | -12.7% |
| 1Y | +10.6% | +31.9% | -21.3% | -2.4% |
| All | +10.6% | +36.1% | -25.4% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling