+276.9%
PCAR vs RVTY
+212.9%
+64.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.1% |
| 7D | +3.5% | -2.7% | +6.1% | +4.2% |
| 30D | -2.3% | +3.2% | -5.5% | -3.6% |
| 3M | -19.3% | +37.2% | -56.5% | -27.6% |
| 6M | -7.1% | +57.7% | -64.8% | -20.6% |
| YTD | -2.8% | +64.8% | -67.6% | -18.8% |
| 1Y | +9.3% | +72.8% | -63.5% | -10.1% |
| 3Y | +33.5% | +89.8% | -56.3% | +4.3% |
| 5Y | +112.6% | -8.4% | +121.1% | +103.0% |
| 10Y | +276.9% | +219.5% | +57.5% | +89.7% |
| All | +276.9% | +212.9% | +64.0% | +89.7% |
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