-11.1%
RKT vs PCAR
+9.3%
-20.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | -2.3% |
| 7D | +10.3% | +2.9% | +7.4% | +7.6% |
| 30D | +32.3% | -2.1% | +34.5% | +34.6% |
| 3M | +10.7% | -20.4% | +31.1% | +34.1% |
| 6M | -3.2% | -7.0% | +3.8% | +1.7% |
| YTD | -21.5% | -2.6% | -18.9% | -19.6% |
| All | -11.1% | +9.3% | -20.4% | -18.4% |
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