+74.8%
PBR vs RCAT
-7.4%
+82.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.2% |
| 7D | +4.2% | -5.4% | +9.6% | +4.4% |
| 30D | +22.7% | -24.2% | +46.9% | +23.9% |
| 3M | +21.5% | -25.8% | +47.4% | +22.5% |
| 6M | +24.0% | -44.9% | +68.9% | +26.3% |
| YTD | +88.2% | +1.9% | +86.3% | +87.5% |
| 1Y | +74.8% | -5.2% | +80.0% | +77.1% |
| All | +74.8% | -7.4% | +82.3% | +77.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling