-21.1%
PCG vs RCAT
-53.2%
+32.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.3% | -1.1% |
| 7D | -2.0% | +15.6% | -17.5% | -1.7% |
| 30D | -2.7% | -24.1% | +21.4% | -3.0% |
| 3M | -25.1% | -61.9% | +36.8% | -26.1% |
| 6M | -22.3% | -64.3% | +42.0% | -23.4% |
| YTD | -18.5% | -50.4% | +31.9% | -20.8% |
| All | -21.1% | -53.2% | +32.1% | -23.5% |
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