-10.4%
RKT vs PCAR
+12.4%
-22.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.0% | +4.6% | +5.2% |
| 7D | +29.7% | +3.7% | +26.1% | +26.0% |
| 30D | +28.5% | -2.9% | +31.4% | +31.7% |
| 3M | +6.4% | -21.7% | +28.1% | +30.2% |
| 6M | +7.1% | -6.6% | +13.8% | +12.4% |
| YTD | -22.5% | -2.2% | -20.2% | -19.9% |
| 1Y | -10.4% | +12.2% | -22.7% | -16.9% |
| All | -10.4% | +12.4% | -22.8% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling