+33.5%
PCAR vs RCAT
+373.0%
-339.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.3% | 0.0% |
| 7D | +3.5% | -5.6% | +9.1% | +3.5% |
| 30D | -2.3% | -27.0% | +24.8% | -1.6% |
| 3M | -19.3% | -57.9% | +38.6% | -17.7% |
| 6M | -7.1% | -59.4% | +52.3% | -5.5% |
| YTD | -2.8% | -46.9% | +44.1% | -2.2% |
| 1Y | +9.3% | -54.0% | +63.3% | +10.1% |
| 3Y | +33.5% | +378.4% | -344.9% | +38.3% |
| All | +33.5% | +373.0% | -339.5% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling