-20.1%
RKT vs PCAR
+131.9%
-152.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.4% |
| 7D | -3.8% | +2.2% | -6.0% | -5.0% |
| 30D | +32.8% | +0.3% | +32.5% | +32.6% |
| 3M | +0.8% | -17.9% | +18.8% | +12.2% |
| 6M | -2.6% | -3.4% | +0.8% | -0.8% |
| YTD | -25.4% | -0.1% | -25.3% | -24.9% |
| 1Y | -19.1% | +13.4% | -32.5% | -23.4% |
| 3Y | +83.2% | +37.2% | +46.0% | +51.8% |
| 5Y | +0.8% | +117.3% | -116.5% | -34.2% |
| All | -20.1% | +131.9% | -152.0% | -48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling