-68.1%
RGTI vs PCAR
+12.4%
-80.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | -0.8% |
| 7D | -9.6% | +3.7% | -13.2% | -11.2% |
| 30D | -26.0% | -2.9% | -23.1% | -25.0% |
| 3M | -35.8% | -21.7% | -14.0% | -27.4% |
| 6M | -36.7% | -6.6% | -30.0% | -34.1% |
| YTD | -49.4% | -2.2% | -47.1% | -51.6% |
| 1Y | -68.1% | +12.2% | -80.4% | -75.2% |
| All | -68.1% | +12.4% | -80.5% | -75.2% |
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