-2.1%
RGTI vs PCAR
+113.3%
-115.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.7% | -5.4% | -5.9% |
| 7D | +4.9% | +2.1% | +2.8% | +3.1% |
| 30D | -19.2% | -1.2% | -18.0% | -18.7% |
| 3M | -43.9% | -18.6% | -25.3% | -35.6% |
| 6M | -45.8% | -5.1% | -40.8% | -44.6% |
| YTD | -53.4% | -1.8% | -51.6% | -53.9% |
| 1Y | -63.5% | +10.6% | -74.1% | -67.0% |
| 3Y | +964.9% | +34.9% | +930.0% | +721.4% |
| 5Y | -2.1% | +114.0% | -116.1% | -40.9% |
| All | -2.1% | +113.3% | -115.4% | -40.9% |
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