+1,157.1%
PAAS vs RCAT
-100.0%
+1,257.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +18.6% | -17.2% | +1.4% |
| 7D | +8.4% | -12.7% | +21.1% | +8.4% |
| 30D | -7.2% | -34.3% | +27.1% | -7.2% |
| 3M | -14.0% | -53.4% | +39.4% | -14.0% |
| 6M | -26.8% | -62.0% | +35.2% | -26.7% |
| YTD | -19.8% | -49.1% | +29.3% | -19.8% |
| 1Y | +22.8% | -53.1% | +76.0% | +22.9% |
| 3Y | +183.6% | +318.7% | -135.0% | +184.1% |
| 5Y | +73.8% | +48.5% | +25.3% | +74.1% |
| 10Y | +185.6% | -99.6% | +285.2% | +193.0% |
| All | +1,157.1% | -100.0% | +1,257.1% | +1,538.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling