+212.8%
RDDT vs PCAR
+8.0%
+204.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | +2.1% | -1.6% | +3.7% | +2.8% |
| 30D | +2.8% | -6.4% | +9.2% | +5.3% |
| 3M | -8.9% | +4.7% | -13.6% | -10.4% |
| 6M | +15.1% | +4.5% | +10.6% | +13.2% |
| YTD | -31.4% | +13.0% | -44.4% | -34.8% |
| 1Y | -39.4% | +23.6% | -63.0% | -44.5% |
| All | +212.8% | +8.0% | +204.8% | +165.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling