-40.0%
RDDT vs PCAR
+29.3%
-69.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +5.8% |
| 7D | -0.4% | -1.6% | +1.1% | +0.3% |
| 30D | -0.5% | -7.3% | +6.7% | +2.6% |
| 3M | -9.8% | +7.8% | -17.6% | -12.5% |
| 6M | +15.8% | +3.6% | +12.2% | +14.2% |
| YTD | -32.4% | +12.9% | -45.3% | -37.9% |
| 1Y | -40.0% | +27.3% | -67.3% | -49.6% |
| All | -40.0% | +29.3% | -69.3% | -49.6% |
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