+285.9%
PCAR vs RCAT
-99.8%
+385.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.3% | +6.6% | -1.6% |
| 7D | +2.1% | +15.6% | -13.5% | +2.1% |
| 30D | -1.2% | -24.1% | +22.9% | -1.2% |
| 3M | -18.6% | -61.9% | +43.3% | -18.5% |
| 6M | -5.1% | -64.3% | +59.3% | -4.9% |
| YTD | -1.8% | -50.4% | +48.6% | -1.7% |
| 1Y | +10.6% | -54.0% | +64.7% | +10.7% |
| 3Y | +34.9% | +347.2% | -312.2% | +34.8% |
| 5Y | +114.0% | +45.7% | +68.2% | +113.8% |
| All | +285.9% | -99.8% | +385.7% | +308.6% |
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