+267.0%
RTX vs PCAR
+296.2%
-29.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | 0.0% |
| 7D | -5.1% | +0.1% | -5.2% | -5.3% |
| 30D | +5.1% | -4.6% | +9.7% | +7.4% |
| 3M | -14.8% | -22.6% | +7.8% | -3.7% |
| 6M | +8.0% | -12.0% | +20.0% | +13.7% |
| YTD | +4.5% | -6.1% | +10.6% | +5.4% |
| 1Y | +9.8% | +6.3% | +3.5% | +3.5% |
| 3Y | +144.2% | +31.8% | +112.4% | +90.4% |
| 5Y | +131.4% | +104.2% | +27.3% | +31.7% |
| All | +267.0% | +296.2% | -29.2% | +45.6% |
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