+106.6%
PCAR vs RCAT
+46.9%
+59.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +18.6% | -21.1% | -2.9% |
| 7D | +0.1% | -12.7% | +12.8% | +0.4% |
| 30D | -4.6% | -34.3% | +29.7% | -3.5% |
| 3M | -22.6% | -53.4% | +30.8% | -21.0% |
| 6M | -12.0% | -62.0% | +50.0% | -10.1% |
| YTD | -6.1% | -49.1% | +43.0% | -5.4% |
| 1Y | +6.3% | -53.1% | +59.5% | +7.1% |
| 3Y | +31.8% | +318.7% | -286.9% | +23.2% |
| All | +106.6% | +46.9% | +59.7% | +98.5% |
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