+6.3%
PCAR vs RVTY
+69.5%
-63.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -2.9% |
| 7D | +0.1% | -1.2% | +1.3% | +0.2% |
| 30D | -4.6% | +1.0% | -5.6% | -5.0% |
| 3M | -22.6% | +35.8% | -58.4% | -28.3% |
| 6M | -12.0% | +56.7% | -68.7% | -21.9% |
| YTD | -6.1% | +60.7% | -66.8% | -19.9% |
| 1Y | +6.3% | +73.7% | -67.4% | -13.5% |
| All | +6.3% | +69.5% | -63.2% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling