-22.2%
RKT vs PCAR
+166.6%
-188.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +2.1% | -0.5% | +2.6% | +2.4% |
| 30D | +1.4% | -6.2% | +7.7% | +5.0% |
| 3M | +6.3% | +5.9% | +0.4% | +3.0% |
| 6M | -15.5% | +0.4% | -15.9% | -15.6% |
| YTD | -27.4% | +14.8% | -42.2% | -32.1% |
| 1Y | -26.6% | +30.1% | -56.7% | -35.6% |
| 3Y | +41.2% | +66.7% | -25.4% | +5.7% |
| 5Y | -6.4% | +166.1% | -172.5% | -44.3% |
| All | -22.2% | +166.6% | -188.8% | -53.3% |
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