+12,784.0%
PCAR vs RRX
+4,334.9%
+8,449.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.4% |
| 7D | +3.8% | 0.0% | +3.8% | +3.4% |
| 30D | -2.0% | +9.0% | -11.0% | -6.3% |
| 3M | -19.1% | +4.0% | -23.1% | -21.5% |
| 6M | -6.8% | -15.7% | +8.9% | -3.5% |
| YTD | -2.5% | +29.0% | -31.5% | -16.5% |
| 1Y | +9.7% | +35.2% | -25.6% | -8.2% |
| 3Y | +34.0% | +67.7% | -33.8% | -2.5% |
| 5Y | +113.3% | +14.9% | +98.4% | +74.1% |
| 10Y | +278.2% | +216.8% | +61.4% | +93.5% |
| All | +12,784.0% | +4,334.9% | +8,449.1% | +3,826.8% |
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