Hi Naumanpak,
From the datasheet:
"The RCREG is a double-buffered register (i.e., it is a two-deep FIFO). It is possible for two bytes of data to be received and transferred to the RCREG FIFO and a third byte to begin shifting to the RSR register. On the detection of the Stop bit of the third byte, if the RCREG register is still full, the Overrun Error bit, OERR (RCSTA<1>), will be set. The word in the RSR will be lost. The RCREG register can be read twice to retrieve the two bytes in the FIFO. Overrun bit OERR has to be cleared in software. This is done by resetting the receive logic (CREN is cleared and then set). If bit OERR is set, transfers from the RSR register to the RCREG register are inhibited and no further data will be received. It is, therefore, essential to clear error bit OERR if it is set."
If there is an overflow, the last received byte would be lost and the previous two bytes can be obtained by reading RCREG twice.
I recommend you to first save the received bytes to an array and then display the values or try reducing the baud rate so that you can get ample time in between two successive receptions.