+287.1%
PCAR vs RSG
+452.6%
-165.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.9% | +2.5% | +2.4% | +3.7% |
| 30D | -1.4% | +12.7% | -14.1% | -7.3% |
| 3M | -18.1% | +17.9% | -36.1% | -24.8% |
| 6M | -4.0% | +25.0% | -29.0% | -14.9% |
| YTD | -1.5% | +20.8% | -22.3% | -11.5% |
| 1Y | +13.2% | +24.3% | -11.1% | 0.0% |
| 3Y | +35.8% | +65.3% | -29.5% | +0.1% |
| 5Y | +114.6% | +99.1% | +15.6% | +39.7% |
| All | +287.1% | +452.6% | -165.5% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling