+95.2%
RDDT vs PCAR
-5.8%
+101.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +3.5% | +4.9% | -1.4% | +1.7% |
| 30D | -33.7% | -1.4% | -32.3% | -33.2% |
| 3M | -37.7% | -18.1% | -19.6% | -33.0% |
| 6M | -36.1% | -4.0% | -32.1% | -35.0% |
| YTD | -57.2% | -1.5% | -55.7% | -57.2% |
| 1Y | -48.0% | +13.2% | -61.2% | -50.8% |
| All | +95.2% | -5.8% | +101.0% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling