+650.7%
RGTI vs PCAR
+60.2%
+590.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.2% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | -13.7% | -6.9% | -6.8% | -9.0% |
| 3M | -22.6% | +2.1% | -24.7% | -24.1% |
| 6M | -13.4% | +1.6% | -15.0% | -15.2% |
| YTD | -31.2% | +12.2% | -43.4% | -38.3% |
| 1Y | -7.6% | +28.0% | -35.7% | -26.6% |
| All | +650.7% | +60.2% | +590.6% | +273.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling