+1.7%
RKT vs PCAR
+101.4%
-99.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +3.1% |
| 7D | +17.7% | +0.1% | +17.6% | +17.7% |
| 30D | +31.6% | -4.6% | +36.2% | +35.6% |
| 3M | +13.9% | -22.6% | +36.5% | +33.2% |
| 6M | +2.8% | -12.0% | +14.8% | +11.2% |
| YTD | -22.2% | -6.1% | -16.1% | -18.6% |
| 1Y | -3.5% | +6.3% | -9.8% | -5.8% |
| 3Y | +95.3% | +31.8% | +63.5% | +56.5% |
| All | +1.7% | +101.4% | -99.7% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling