-18.6%
PCG vs RCAT
+390.2%
-408.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.4% | -10.1% | +1.1% |
| 7D | -1.1% | +1.1% | -2.2% | -1.1% |
| 30D | +0.1% | -22.0% | +22.1% | +0.4% |
| 3M | -24.4% | -51.1% | +26.7% | -23.6% |
| 6M | -17.7% | -56.6% | +38.9% | -16.9% |
| YTD | -17.4% | -43.3% | +25.8% | -17.9% |
| 1Y | -19.4% | -51.5% | +32.1% | -19.7% |
| 3Y | -18.6% | +411.4% | -430.0% | -20.2% |
| All | -18.6% | +390.2% | -408.8% | -20.2% |
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