-19.6%
PCG vs RCAT
-53.5%
+33.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.4% | -10.1% | +1.5% |
| 7D | -1.1% | +1.1% | -2.2% | -0.9% |
| 30D | +0.1% | -22.0% | +22.1% | -0.2% |
| 3M | -24.4% | -51.1% | +26.7% | -25.1% |
| 6M | -17.7% | -56.6% | +38.9% | -18.5% |
| YTD | -17.4% | -43.3% | +25.8% | -19.6% |
| All | -19.6% | -53.5% | +33.9% | -21.4% |
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