+652.3%
PBR vs RCAT
-98.5%
+750.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.5% |
| 7D | +0.3% | -2.3% | +2.6% | +0.3% |
| 30D | +17.5% | -18.7% | +36.2% | +17.6% |
| 3M | +20.9% | -29.3% | +50.2% | +21.0% |
| 6M | +20.2% | -42.3% | +62.6% | +20.4% |
| YTD | +84.3% | +2.5% | +81.8% | +84.1% |
| 1Y | +77.1% | -5.7% | +82.8% | +76.8% |
| 3Y | +100.8% | +764.9% | -664.1% | +98.7% |
| 5Y | +556.1% | +182.3% | +373.8% | +549.9% |
| All | +652.3% | -98.5% | +750.8% | +744.6% |
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