+115.2%
PCAR vs RVTY
-15.1%
+130.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | +4.9% | -0.5% | +5.4% | +5.1% |
| 30D | -1.4% | +1.5% | -3.0% | -2.1% |
| 3M | -18.1% | +31.5% | -49.6% | -24.3% |
| 6M | -4.0% | +62.7% | -66.7% | -16.5% |
| YTD | -1.5% | +60.0% | -61.4% | -14.6% |
| 1Y | +13.2% | +65.7% | -52.5% | -2.8% |
| 3Y | +35.8% | +85.2% | -49.4% | +13.2% |
| All | +115.2% | -15.1% | +130.3% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling