-19.5%
PCG vs RCAT
-56.7%
+37.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +18.6% | -20.6% | -1.7% |
| 7D | -1.6% | -12.7% | +11.1% | -1.7% |
| 30D | +1.4% | -34.3% | +35.7% | +0.9% |
| 3M | -23.4% | -53.4% | +30.0% | -24.0% |
| 6M | -19.4% | -62.0% | +42.6% | -20.3% |
| YTD | -18.5% | -49.1% | +30.6% | -20.9% |
| 1Y | -19.5% | -53.1% | +33.6% | -21.9% |
| All | -19.5% | -56.7% | +37.2% | -21.9% |
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