+566.9%
PBR vs RCAT
-99.8%
+666.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.3% | +9.8% | +1.6% |
| 7D | -3.7% | +15.6% | -19.3% | -3.8% |
| 30D | -29.0% | -24.1% | -4.9% | -29.0% |
| 3M | +4.9% | -61.9% | +66.8% | +5.3% |
| 6M | -8.4% | -64.3% | +55.9% | -8.1% |
| YTD | +59.4% | -50.4% | +109.7% | +59.6% |
| 1Y | +45.5% | -54.0% | +99.5% | +45.7% |
| 3Y | +67.4% | +347.2% | -279.8% | +66.0% |
| 5Y | +453.0% | +45.7% | +407.2% | +449.0% |
| All | +566.9% | -99.8% | +666.7% | +610.8% |
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