+293.0%
PCAR vs RCAT
-99.6%
+392.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.4% | -7.7% | +3.7% |
| 7D | +2.9% | +1.1% | +1.8% | +2.9% |
| 30D | -2.1% | -22.0% | +19.9% | -2.1% |
| 3M | -20.4% | -51.1% | +30.8% | -20.3% |
| 6M | -7.0% | -56.6% | +49.6% | -6.9% |
| YTD | -2.6% | -43.3% | +40.6% | -2.6% |
| 1Y | +9.8% | -51.5% | +61.3% | +9.8% |
| 3Y | +37.3% | +411.4% | -374.1% | +37.2% |
| 5Y | +116.4% | +74.4% | +42.0% | +116.3% |
| 10Y | +293.0% | -99.6% | +392.5% | +311.9% |
| All | +293.0% | -99.6% | +392.5% | +311.9% |
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