+14.6%
PCG vs RCAT
-100.0%
+114.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.9% | +13.6% | -1.2% |
| 7D | 0.0% | -32.6% | +32.6% | +0.1% |
| 30D | +5.8% | -46.3% | +52.1% | +6.0% |
| 3M | -22.8% | -60.7% | +37.9% | -22.6% |
| 6M | -18.4% | -67.4% | +48.9% | -18.2% |
| YTD | -16.9% | -57.1% | +40.2% | -16.8% |
| 1Y | -17.6% | -63.8% | +46.2% | -17.5% |
| 3Y | -20.0% | +268.1% | -288.1% | -20.6% |
| 5Y | +16.0% | +25.2% | -9.2% | +15.3% |
| 10Y | -76.7% | -99.7% | +23.0% | -77.4% |
| All | +14.6% | -100.0% | +114.6% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling