+63.4%
PBF vs RCAT
-60.9%
+124.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.6% | -20.3% | -2.6% |
| 7D | -13.8% | -12.7% | -1.0% | -13.1% |
| 30D | -19.6% | -34.3% | +14.7% | -17.6% |
| 3M | +10.3% | -53.4% | +63.7% | +15.6% |
| 6M | +63.4% | -62.0% | +125.4% | +68.5% |
| All | +63.4% | -60.9% | +124.4% | +68.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling