+9.7%
PCAR vs RVTY
+74.8%
-65.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +3.8% | -2.7% | +6.5% | +4.2% |
| 30D | -2.0% | +3.2% | -5.2% | -2.8% |
| 3M | -19.1% | +37.2% | -56.3% | -25.1% |
| 6M | -6.8% | +57.7% | -64.5% | -17.3% |
| YTD | -2.5% | +64.8% | -67.3% | -17.2% |
| 1Y | +9.7% | +72.8% | -63.2% | -9.9% |
| All | +9.7% | +74.8% | -65.2% | -9.9% |
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