+196.2%
PAAS vs RCAT
-99.8%
+296.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.6% |
| 7D | -8.9% | -5.9% | -3.0% | -8.9% |
| 30D | -11.4% | -19.7% | +8.3% | -11.3% |
| 3M | -20.4% | -62.9% | +42.4% | -19.9% |
| 6M | -40.7% | -59.6% | +18.9% | -40.4% |
| YTD | -26.9% | -52.1% | +25.1% | -26.6% |
| 1Y | -3.1% | -50.9% | +47.8% | -2.7% |
| 3Y | +199.3% | +333.8% | -134.5% | +196.3% |
| 5Y | +48.3% | +40.7% | +7.5% | +47.1% |
| All | +196.2% | -99.8% | +296.0% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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