+25.2%
PBR vs RCAT
-44.6%
+69.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.9% |
| 7D | +8.6% | -1.4% | +10.0% | +8.6% |
| 30D | +12.8% | -3.3% | +16.1% | +12.7% |
| 3M | +14.7% | -43.2% | +57.9% | +17.1% |
| 6M | +25.2% | -43.2% | +68.4% | +29.2% |
| All | +25.2% | -44.6% | +69.7% | +29.2% |
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