+853.2%
PEG vs RCAT
-100.0%
+953.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +6.0% | -0.5% |
| 7D | +2.6% | -5.6% | +8.2% | +2.6% |
| 30D | +3.3% | -27.0% | +30.4% | +3.3% |
| 3M | +1.1% | -57.9% | +59.0% | +1.2% |
| 6M | -1.4% | -59.4% | +58.0% | -1.4% |
| YTD | -4.6% | -46.9% | +42.3% | -4.6% |
| 1Y | -7.2% | -54.0% | +46.8% | -7.2% |
| 3Y | +33.7% | +378.4% | -344.7% | +33.3% |
| 5Y | +40.8% | +61.9% | -21.1% | +40.5% |
| 10Y | +162.8% | -99.6% | +262.4% | +160.7% |
| All | +853.2% | -100.0% | +953.2% | +806.1% |
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