-16.7%
RKT vs PCAR
+118.0%
-134.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.9% |
| 7D | +17.7% | +0.1% | +17.6% | +17.7% |
| 30D | +31.6% | -4.6% | +36.2% | +35.2% |
| 3M | +13.9% | -22.6% | +36.5% | +30.9% |
| 6M | +2.8% | -12.0% | +14.8% | +10.3% |
| YTD | -22.2% | -6.1% | -16.1% | -18.9% |
| 1Y | -3.5% | +6.3% | -9.8% | -5.3% |
| 3Y | +95.3% | +31.8% | +63.5% | +65.8% |
| 5Y | -0.4% | +104.2% | -104.6% | -32.7% |
| All | -16.7% | +118.0% | -134.7% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling