-47.8%
RGTI vs PCAR
-4.6%
-43.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.2% | -7.0% |
| 7D | -18.1% | +4.9% | -23.1% | -19.1% |
| 30D | -17.6% | -1.4% | -16.2% | -17.3% |
| 3M | -48.3% | -18.1% | -30.2% | -45.2% |
| 6M | -47.8% | -4.0% | -43.7% | -43.8% |
| All | -47.8% | -4.6% | -43.2% | -43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling