+12,876.8%
PCAR vs RRX
+4,349.0%
+8,527.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | +2.1% | +12.6% | -10.5% | -2.7% |
| 30D | -1.2% | +10.6% | -11.8% | -6.0% |
| 3M | -18.6% | +4.6% | -23.2% | -21.2% |
| 6M | -5.1% | -13.6% | +8.5% | -2.6% |
| YTD | -1.8% | +29.4% | -31.2% | -16.0% |
| 1Y | +10.6% | +31.9% | -21.3% | -6.4% |
| 3Y | +34.9% | +68.3% | -33.3% | -1.9% |
| 5Y | +114.0% | +13.2% | +100.7% | +75.7% |
| 10Y | +288.4% | +209.9% | +78.4% | +100.6% |
| All | +12,876.8% | +4,349.0% | +8,527.8% | +3,850.7% |
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 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