-24.1%
RKT vs PCAR
+128.8%
-152.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -9.0% | +4.9% | -13.9% | -11.4% |
| 30D | +30.2% | -1.4% | +31.6% | +31.3% |
| 3M | -8.8% | -18.1% | +9.3% | +1.6% |
| 6M | -0.9% | -4.0% | +3.1% | +1.3% |
| YTD | -29.2% | -1.5% | -27.7% | -28.1% |
| 1Y | -20.1% | +13.2% | -33.2% | -24.2% |
| 3Y | +81.3% | +35.8% | +45.5% | +51.2% |
| 5Y | -6.6% | +114.6% | -121.2% | -38.6% |
| All | -24.1% | +128.8% | -152.9% | -50.5% |
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