+10.6%
PCAR vs RVTY
+67.3%
-56.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +2.1% | +4.1% | -2.0% | +1.4% |
| 30D | -1.2% | +1.3% | -2.5% | -1.7% |
| 3M | -18.6% | +33.3% | -51.9% | -24.2% |
| 6M | -5.1% | +58.3% | -63.4% | -16.1% |
| YTD | -1.8% | +62.7% | -64.5% | -16.8% |
| 1Y | +10.6% | +67.2% | -56.6% | -8.5% |
| All | +10.6% | +67.3% | -56.7% | -8.5% |
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