+12.4%
PCG vs RCAT
-100.0%
+112.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +18.6% | -20.6% | -2.0% |
| 7D | -1.6% | -12.7% | +11.1% | -1.6% |
| 30D | +1.4% | -34.3% | +35.7% | +1.5% |
| 3M | -23.4% | -53.4% | +30.0% | -23.3% |
| 6M | -19.4% | -62.0% | +42.6% | -19.2% |
| YTD | -18.5% | -49.1% | +30.6% | -18.5% |
| 1Y | -19.5% | -53.1% | +33.6% | -19.5% |
| 3Y | -21.0% | +318.7% | -339.6% | -21.6% |
| 5Y | +13.7% | +48.5% | -34.8% | +12.9% |
| 10Y | -77.2% | -99.6% | +22.5% | -77.9% |
| All | +12.4% | -100.0% | +112.4% | -2.0% |
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