-16.0%
PCG vs RCAT
-59.1%
+43.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.3% | +11.1% | +0.7% |
| 7D | +1.9% | -18.5% | +20.4% | +1.6% |
| 30D | +8.5% | -37.0% | +45.5% | +7.8% |
| 3M | -22.9% | -54.9% | +32.0% | -23.7% |
| 6M | -16.8% | -63.6% | +46.9% | -17.9% |
| YTD | -15.8% | -49.6% | +33.8% | -18.2% |
| 1Y | -16.0% | -57.8% | +41.8% | -17.8% |
| All | -16.0% | -59.1% | +43.1% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling