+57.0%
RGTI vs PCAR
+165.3%
-108.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | -13.7% | -6.9% | -6.8% | -9.4% |
| 3M | -22.6% | +2.1% | -24.7% | -24.0% |
| 6M | -13.4% | +1.6% | -15.0% | -15.0% |
| YTD | -31.2% | +12.2% | -43.4% | -37.4% |
| 1Y | -7.6% | +28.0% | -35.7% | -24.1% |
| 3Y | +669.7% | +61.0% | +608.7% | +442.0% |
| 5Y | +57.0% | +163.9% | -106.9% | -8.6% |
| All | +57.0% | +165.3% | -108.3% | -8.6% |
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