-76.0%
PCG vs RCAT
-98.5%
+22.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.4% |
| 7D | -13.9% | -1.4% | -12.4% | -13.9% |
| 30D | -16.9% | -3.3% | -13.5% | -16.9% |
| 3M | -14.7% | -43.2% | +28.5% | -14.5% |
| 6M | -23.8% | -43.2% | +19.4% | -23.7% |
| YTD | -10.5% | +5.5% | -16.0% | -10.8% |
| 1Y | -5.1% | -1.6% | -3.5% | -5.5% |
| 3Y | -11.6% | +773.7% | -785.3% | -13.9% |
| 5Y | +59.0% | +187.6% | -128.6% | +55.2% |
| All | -76.0% | -98.5% | +22.5% | -77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling