+832.2%
PEG vs RCAT
-100.0%
+932.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | -0.1% |
| 7D | +0.7% | -1.4% | +2.1% | +0.7% |
| 30D | -2.4% | -3.3% | +0.9% | -2.4% |
| 3M | -4.8% | -43.2% | +38.4% | -4.7% |
| 6M | -10.7% | -43.2% | +32.5% | -10.7% |
| YTD | -6.7% | +5.5% | -12.2% | -6.7% |
| 1Y | -6.8% | -1.6% | -5.2% | -6.9% |
| 3Y | +34.5% | +773.7% | -739.2% | +34.0% |
| 5Y | +35.8% | +187.6% | -151.9% | +35.3% |
| 10Y | +141.7% | -98.5% | +240.2% | +139.6% |
| All | +832.2% | -100.0% | +932.2% | +785.6% |
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 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