+113.3%
PCAR vs RSG
+98.3%
+15.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +3.8% | +2.0% | +1.9% | +3.2% |
| 30D | -2.0% | +14.2% | -16.1% | -6.2% |
| 3M | -19.1% | +15.8% | -34.8% | -22.9% |
| 6M | -6.8% | +24.6% | -31.4% | -13.9% |
| YTD | -2.5% | +18.2% | -20.7% | -8.4% |
| 1Y | +9.7% | +22.8% | -13.1% | +1.4% |
| 3Y | +34.0% | +62.4% | -28.4% | +8.5% |
| 5Y | +113.3% | +96.0% | +17.3% | +60.2% |
| All | +113.3% | +98.3% | +15.0% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling