+148.7%
PEG vs RCAT
-98.5%
+247.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.3% |
| 7D | -0.1% | -2.3% | +2.2% | -0.1% |
| 30D | -1.7% | -18.7% | +17.0% | -1.7% |
| 3M | -6.8% | -29.3% | +22.5% | -6.7% |
| 6M | -11.4% | -42.3% | +31.0% | -11.3% |
| YTD | -7.2% | +2.5% | -9.8% | -7.4% |
| 1Y | -6.1% | -5.7% | -0.4% | -6.3% |
| 3Y | +31.8% | +764.9% | -733.1% | +30.2% |
| 5Y | +35.6% | +182.3% | -146.7% | +34.1% |
| 10Y | +148.7% | -98.5% | +247.2% | +143.4% |
| All | +148.7% | -98.5% | +247.2% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling