-45.7%
RDDT vs PCAR
+12.4%
-58.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.0% | +1.9% | +4.2% |
| 7D | -24.4% | +3.7% | -28.0% | -25.5% |
| 30D | -32.3% | -2.9% | -29.3% | -31.5% |
| 3M | -36.3% | -21.7% | -14.6% | -30.3% |
| 6M | -39.7% | -6.6% | -33.1% | -37.7% |
| YTD | -55.7% | -2.2% | -53.4% | -56.4% |
| 1Y | -45.7% | +12.2% | -58.0% | -51.4% |
| All | -45.7% | +12.4% | -58.1% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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