+115.2%
PCAR vs RCAT
+41.8%
+73.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.4% |
| 7D | +4.9% | -5.9% | +10.9% | +5.1% |
| 30D | -1.4% | -19.7% | +18.2% | -1.0% |
| 3M | -18.1% | -62.9% | +44.7% | -15.9% |
| 6M | -4.0% | -59.6% | +55.6% | -2.1% |
| YTD | -1.5% | -52.1% | +50.6% | -0.6% |
| 1Y | +13.2% | -50.9% | +64.1% | +13.9% |
| 3Y | +35.8% | +333.8% | -298.0% | +26.6% |
| All | +115.2% | +41.8% | +73.4% | +105.1% |
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 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