+53.1%
RGTI vs PCAR
+138.0%
-84.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.9% |
| 7D | -0.1% | -1.6% | +1.4% | +0.8% |
| 30D | -16.2% | -7.3% | -8.9% | -12.0% |
| 3M | -22.0% | +7.8% | -29.8% | -26.0% |
| 6M | -10.8% | +3.6% | -14.3% | -13.5% |
| YTD | -31.6% | +12.9% | -44.4% | -37.6% |
| 1Y | -6.4% | +27.3% | -33.7% | -21.9% |
| 3Y | +665.7% | +61.9% | +603.8% | +452.6% |
| 5Y | +55.6% | +164.2% | -108.5% | -5.1% |
| All | +53.1% | +138.0% | -84.8% | -6.5% |
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