+113.3%
PCAR vs RRX
+13.9%
+99.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | +3.8% | 0.0% | +3.8% | +3.6% |
| 30D | -2.0% | +9.0% | -11.0% | -5.2% |
| 3M | -19.1% | +4.0% | -23.1% | -20.8% |
| 6M | -6.8% | -15.7% | +8.9% | -3.8% |
| YTD | -2.5% | +29.0% | -31.5% | -13.8% |
| 1Y | +9.7% | +35.2% | -25.6% | -4.9% |
| 3Y | +34.0% | +67.7% | -33.8% | +3.4% |
| 5Y | +113.3% | +14.9% | +98.4% | +83.7% |
| All | +113.3% | +13.9% | +99.4% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling