+35.7%
PEG vs RCAT
+192.8%
-157.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.7% |
| 7D | +1.0% | +5.4% | -4.4% | +0.9% |
| 30D | -1.9% | -5.6% | +3.7% | -1.8% |
| 3M | -3.7% | -30.2% | +26.5% | -3.2% |
| 6M | -9.4% | -43.4% | +34.0% | -9.0% |
| YTD | -6.0% | +9.6% | -15.6% | -7.1% |
| 1Y | -4.4% | -2.0% | -2.4% | -5.7% |
| 3Y | +33.5% | +825.0% | -791.5% | +22.9% |
| 5Y | +35.7% | +199.8% | -164.1% | +25.6% |
| All | +35.7% | +192.8% | -157.0% | +25.6% |
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