+34.0%
PCAR vs RSG
+63.4%
-29.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +3.8% | +2.0% | +1.9% | +3.3% |
| 30D | -2.0% | +14.2% | -16.1% | -5.3% |
| 3M | -19.1% | +15.8% | -34.8% | -22.1% |
| 6M | -6.8% | +24.6% | -31.4% | -12.5% |
| YTD | -2.5% | +18.2% | -20.7% | -7.2% |
| 1Y | +9.7% | +22.8% | -13.1% | +2.8% |
| 3Y | +34.0% | +62.4% | -28.4% | +8.3% |
| All | +34.0% | +63.4% | -29.5% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling