+359.1%
PCAR vs RVTY
+140.1%
+219.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.0% |
| 7D | 0.0% | +0.4% | -0.3% | -0.1% |
| 30D | -7.7% | +10.8% | -18.6% | -10.8% |
| 3M | +3.7% | +26.8% | -23.1% | -4.3% |
| 6M | +2.3% | +39.3% | -37.0% | -9.0% |
| YTD | +12.8% | +31.6% | -18.8% | +1.7% |
| 1Y | +27.8% | +47.7% | -19.9% | +10.6% |
| 3Y | +61.8% | +19.9% | +41.9% | +45.9% |
| 5Y | +168.2% | -32.3% | +200.6% | +185.1% |
| 10Y | +359.1% | +138.4% | +220.6% | +151.0% |
| All | +359.1% | +140.1% | +219.0% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RVTY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling