+294.0%
PCAR vs RCAT
-99.8%
+393.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +18.6% | -21.1% | -2.4% |
| 7D | +0.1% | -12.7% | +12.8% | +0.1% |
| 30D | -4.6% | -34.3% | +29.7% | -4.5% |
| 3M | -22.6% | -53.4% | +30.8% | -22.5% |
| 6M | -12.0% | -62.0% | +50.0% | -11.8% |
| YTD | -6.1% | -49.1% | +43.0% | -6.0% |
| 1Y | +6.3% | -53.1% | +59.5% | +6.4% |
| 3Y | +31.8% | +318.7% | -286.9% | +31.7% |
| 5Y | +104.2% | +48.5% | +55.6% | +104.1% |
| All | +294.0% | -99.8% | +393.7% | +312.1% |
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 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