+267.4%
RTX vs PCAR
+288.5%
-21.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +4.8% | +4.9% | -0.2% | +2.3% |
| 30D | +6.5% | -1.4% | +7.9% | +7.1% |
| 3M | -9.6% | -18.1% | +8.5% | -0.5% |
| 6M | +12.3% | -4.0% | +16.3% | +13.2% |
| YTD | +9.5% | -1.5% | +10.9% | +7.8% |
| 1Y | +15.8% | +13.2% | +2.7% | +5.7% |
| 3Y | +157.0% | +35.8% | +121.2% | +98.0% |
| 5Y | +148.8% | +114.6% | +34.2% | +37.9% |
| All | +267.4% | +288.5% | -21.1% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling