-18.3%
PCG vs RCAT
+331.8%
-350.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +2.2% |
| 7D | +2.2% | -5.9% | +8.1% | +2.2% |
| 30D | +0.8% | -19.7% | +20.4% | +1.1% |
| 3M | -23.8% | -62.9% | +39.1% | -22.6% |
| 6M | -19.6% | -59.6% | +40.0% | -18.8% |
| YTD | -16.7% | -52.1% | +35.4% | -17.0% |
| 1Y | -19.4% | -50.9% | +31.5% | -19.9% |
| 3Y | -18.3% | +333.8% | -352.1% | -19.7% |
| All | -18.3% | +331.8% | -350.1% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling