+367.3%
PCAR vs RVTY
+146.0%
+221.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | -6.2% | +13.2% | -19.4% | -10.0% |
| 3M | +5.9% | +27.2% | -21.4% | -2.4% |
| 6M | +0.4% | +32.4% | -32.0% | -9.2% |
| YTD | +14.8% | +34.9% | -20.0% | +2.7% |
| 1Y | +30.1% | +52.4% | -22.3% | +11.5% |
| 3Y | +66.6% | +12.3% | +54.4% | +53.5% |
| 5Y | +166.1% | -30.8% | +197.0% | +181.0% |
| All | +367.3% | +146.0% | +221.3% | +153.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling