+15,068.3%
PCAR vs RRX
+3,904.5%
+11,163.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -0.5% | +3.4% | -4.0% | -1.8% |
| 30D | -6.2% | -11.1% | +4.9% | -1.9% |
| 3M | +5.9% | -23.7% | +29.6% | +15.9% |
| 6M | +0.4% | -22.0% | +22.4% | +7.4% |
| YTD | +14.8% | +16.5% | -1.7% | +3.7% |
| 1Y | +30.1% | +11.5% | +18.6% | +18.7% |
| 3Y | +66.7% | +1.5% | +65.1% | +49.0% |
| 5Y | +166.1% | +18.3% | +147.9% | +116.1% |
| 10Y | +353.7% | +209.8% | +143.9% | +137.1% |
| All | +15,068.3% | +3,904.5% | +11,163.8% | +4,779.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling