+13.2%
PCAR vs RRX
+29.3%
-16.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | +4.9% | +4.3% | +0.6% | +4.0% |
| 30D | -1.4% | +12.3% | -13.7% | -4.4% |
| 3M | -18.1% | +3.7% | -21.8% | -19.2% |
| 6M | -4.0% | -13.9% | +9.9% | -1.7% |
| YTD | -1.5% | +26.5% | -27.9% | -11.8% |
| 1Y | +13.2% | +29.3% | -16.1% | +0.4% |
| All | +13.2% | +29.3% | -16.1% | +0.4% |
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