+61.8%
PCG vs RCAT
+192.8%
-131.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.9% | -0.2% | +3.6% |
| 7D | +5.4% | +5.4% | 0.0% | +5.3% |
| 30D | -15.1% | -5.6% | -9.5% | -15.1% |
| 3M | -9.8% | -30.2% | +20.4% | -9.4% |
| 6M | -18.0% | -43.4% | +25.4% | -17.6% |
| YTD | -7.2% | +9.6% | -16.9% | -8.6% |
| 1Y | +2.9% | -2.0% | +4.8% | +1.2% |
| 3Y | -11.1% | +825.0% | -836.1% | -17.3% |
| 5Y | +61.8% | +199.8% | -138.0% | +50.8% |
| All | +61.8% | +192.8% | -131.0% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling