-20.0%
RKT vs PCAR
+126.5%
-146.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | +4.6% | +3.8% | +0.8% | +2.5% |
| 30D | +25.9% | -2.0% | +27.8% | +27.3% |
| 3M | +5.0% | -19.1% | +24.1% | +17.8% |
| 6M | -7.9% | -6.8% | -1.1% | -4.3% |
| YTD | -25.4% | -2.5% | -22.9% | -23.8% |
| 1Y | -15.4% | +9.7% | -25.0% | -18.5% |
| 3Y | +83.3% | +34.0% | +49.4% | +54.0% |
| 5Y | -0.8% | +113.3% | -114.1% | -34.5% |
| All | -20.0% | +126.5% | -146.5% | -47.5% |
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