+13.4%
PCAR vs RCAT
-51.9%
+65.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.4% |
| 7D | +2.2% | +7.2% | -5.1% | +1.9% |
| 30D | +0.3% | -20.4% | +20.7% | +1.1% |
| 3M | -17.9% | -59.8% | +41.8% | -14.9% |
| 6M | -3.4% | -61.9% | +58.5% | -0.2% |
| YTD | -0.1% | -45.9% | +45.8% | -0.8% |
| 1Y | +13.4% | -50.5% | +63.9% | +13.0% |
| All | +13.4% | -51.9% | +65.3% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling