+70.8%
PAAS vs RCAT
+46.9%
+23.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +18.6% | -17.2% | +0.3% |
| 7D | +8.4% | -12.7% | +21.1% | +9.0% |
| 30D | -7.2% | -34.3% | +27.1% | -5.0% |
| 3M | -14.0% | -53.4% | +39.4% | -10.4% |
| 6M | -26.8% | -62.0% | +35.2% | -23.1% |
| YTD | -19.8% | -49.1% | +29.3% | -17.0% |
| 1Y | +22.8% | -53.1% | +76.0% | +27.1% |
| 3Y | +183.6% | +318.7% | -135.0% | +163.6% |
| All | +70.8% | +46.9% | +23.9% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling