+38.1%
PEG vs RCAT
+46.9%
-8.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.6% | -19.3% | -1.0% |
| 7D | -2.3% | -12.7% | +10.5% | -2.1% |
| 30D | +1.2% | -34.3% | +35.5% | +1.9% |
| 3M | -2.4% | -53.4% | +51.0% | -1.2% |
| 6M | -6.9% | -62.0% | +55.1% | -5.8% |
| YTD | -7.2% | -49.1% | +41.8% | -7.2% |
| 1Y | -8.9% | -53.1% | +44.3% | -8.8% |
| 3Y | +27.1% | +318.7% | -291.5% | +18.5% |
| All | +38.1% | +46.9% | -8.8% | +31.0% |
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 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