-12.0%
PCAR vs RCAT
-60.9%
+49.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +18.6% | -21.1% | -2.5% |
| 7D | +0.1% | -12.7% | +12.8% | +0.4% |
| 30D | -4.6% | -34.3% | +29.7% | -3.6% |
| 3M | -22.6% | -53.4% | +30.8% | -21.1% |
| 6M | -12.0% | -62.0% | +50.0% | -9.8% |
| All | -12.0% | -60.9% | +49.0% | -9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling