+117.3%
PCAR vs RCAT
+68.2%
+49.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| 3M | -17.9% | -59.8% | +41.8% | -15.9% |
| 6M | -3.4% | -61.9% | +58.5% | -1.3% |
| YTD | -0.1% | -45.9% | +45.8% | +0.4% |
| 1Y | +13.4% | -50.5% | +63.9% | +14.0% |
| 3Y | +37.2% | +387.5% | -350.3% | +27.5% |
| 5Y | +117.3% | +70.9% | +46.4% | +107.9% |
| All | +117.3% | +68.2% | +49.1% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling