+4,831.4%
PCAR vs RSG
+2,015.2%
+2,816.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.6% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -6.2% | +7.6% | -13.8% | -8.9% |
| 3M | +5.9% | +7.4% | -1.5% | +2.6% |
| 6M | +0.4% | -3.3% | +3.7% | +1.0% |
| YTD | +14.8% | +6.0% | +8.8% | +11.4% |
| 1Y | +30.1% | -3.7% | +33.8% | +30.8% |
| 3Y | +66.7% | +59.1% | +7.6% | +36.9% |
| 5Y | +166.1% | +89.0% | +77.1% | +102.8% |
| 10Y | +353.7% | +412.5% | -58.8% | +136.6% |
| All | +4,831.4% | +2,015.2% | +2,816.2% | +1,477.4% |
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