+287.1%
PCAR vs RCAT
-99.8%
+386.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.3% |
| 7D | +4.9% | -5.9% | +10.9% | +4.9% |
| 30D | -1.4% | -19.7% | +18.2% | -1.4% |
| 3M | -18.1% | -62.9% | +44.7% | -18.0% |
| 6M | -4.0% | -59.6% | +55.6% | -3.9% |
| YTD | -1.5% | -52.1% | +50.6% | -1.4% |
| 1Y | +13.2% | -50.9% | +64.1% | +13.3% |
| 3Y | +35.8% | +333.8% | -298.0% | +35.7% |
| 5Y | +114.6% | +40.7% | +73.9% | +114.5% |
| All | +287.1% | -99.8% | +386.9% | +309.9% |
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