+37.7%
PCAR vs RVTY
+90.0%
-52.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.6% |
| 7D | +2.2% | -0.7% | +2.9% | +2.4% |
| 30D | +0.3% | +1.7% | -1.4% | -0.5% |
| 3M | -17.9% | +36.8% | -54.7% | -26.1% |
| 6M | -3.4% | +60.1% | -63.5% | -17.8% |
| YTD | -0.1% | +64.0% | -64.1% | -16.7% |
| 1Y | +13.4% | +68.2% | -54.8% | -6.3% |
| All | +37.7% | +90.0% | -52.3% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling