+4,088.8%
PCAR vs RSG
+2,259.5%
+1,829.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +3.8% | +2.0% | +1.9% | +3.0% |
| 30D | -2.0% | +14.2% | -16.1% | -6.9% |
| 3M | -19.1% | +15.8% | -34.8% | -23.6% |
| 6M | -6.8% | +24.6% | -31.4% | -14.9% |
| YTD | -2.5% | +18.2% | -20.7% | -9.4% |
| 1Y | +9.7% | +22.8% | -13.1% | +0.4% |
| 3Y | +34.0% | +62.4% | -28.4% | +9.2% |
| 5Y | +113.3% | +96.0% | +17.3% | +60.2% |
| 10Y | +278.2% | +448.5% | -170.3% | +91.8% |
| All | +4,088.8% | +2,259.5% | +1,829.3% | +1,183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling