+140.2%
RTX vs PCAR
+114.5%
+25.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +2.5% |
| 7D | -3.2% | +2.9% | -6.1% | -4.1% |
| 30D | +5.6% | -2.1% | +7.7% | +6.2% |
| 3M | -11.7% | -20.4% | +8.7% | -5.7% |
| 6M | +12.3% | -7.0% | +19.3% | +13.9% |
| YTD | +8.2% | -2.6% | +10.8% | +7.6% |
| 1Y | +12.6% | +9.8% | +2.8% | +7.5% |
| 3Y | +152.8% | +37.3% | +115.6% | +109.3% |
| 5Y | +140.2% | +116.4% | +23.8% | +50.0% |
| All | +140.2% | +114.5% | +25.7% | +50.0% |
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 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