+132.6%
RTX vs PCAR
+101.4%
+31.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.5% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | +5.1% | -4.6% | +9.7% | +6.5% |
| 3M | -14.8% | -22.6% | +7.8% | -8.3% |
| 6M | +8.0% | -12.0% | +20.0% | +11.4% |
| YTD | +4.5% | -6.1% | +10.6% | +5.0% |
| 1Y | +9.8% | +6.3% | +3.5% | +5.9% |
| 3Y | +144.2% | +31.8% | +112.4% | +104.8% |
| All | +132.6% | +101.4% | +31.2% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling