+28.4%
RTX vs PCAR
+32.4%
-3.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -5.2% | -0.5% | -4.6% | -5.1% |
| 30D | -9.4% | -6.2% | -3.1% | -8.3% |
| 3M | +12.3% | +5.9% | +6.4% | +10.4% |
| 6M | -3.1% | +0.4% | -3.5% | -4.2% |
| YTD | +10.7% | +14.8% | -4.2% | +5.6% |
| 1Y | +28.4% | +30.1% | -1.7% | +18.9% |
| All | +28.4% | +32.4% | -3.9% | +18.9% |
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 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