-2.8%
RGTI vs PCAR
+107.8%
-110.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.2% | -7.1% |
| 7D | -18.1% | +4.9% | -23.1% | -20.6% |
| 30D | -17.6% | -1.4% | -16.2% | -17.1% |
| 3M | -48.3% | -18.1% | -30.2% | -41.5% |
| 6M | -47.8% | -4.0% | -43.7% | -47.0% |
| YTD | -56.6% | -1.5% | -55.1% | -57.0% |
| 1Y | -61.8% | +13.2% | -75.0% | -65.8% |
| 3Y | +807.5% | +35.8% | +771.8% | +626.5% |
| 5Y | -8.8% | +114.6% | -123.4% | -39.5% |
| All | -2.8% | +107.8% | -110.6% | -35.5% |
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