-3.5%
RKT vs PCAR
+3.7%
-7.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +3.7% |
| 7D | +17.7% | +0.1% | +17.6% | +17.7% |
| 30D | +31.6% | -4.6% | +36.2% | +37.1% |
| 3M | +13.9% | -22.6% | +36.5% | +41.6% |
| 6M | +2.8% | -12.0% | +14.8% | +13.6% |
| YTD | -22.2% | -6.1% | -16.1% | -17.5% |
| 1Y | -3.5% | +6.3% | -9.8% | -8.6% |
| All | -3.5% | +3.7% | -7.2% | -8.6% |
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