+76.6%
PEP vs RCAT
-98.4%
+175.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.6% |
| 7D | +0.1% | +5.4% | -5.3% | +0.1% |
| 30D | +0.7% | -5.6% | +6.2% | +0.7% |
| 3M | -0.5% | -30.2% | +29.7% | -0.5% |
| 6M | -11.3% | -43.4% | +32.1% | -11.2% |
| YTD | -0.6% | +9.6% | -10.2% | -0.8% |
| 1Y | +1.7% | -2.0% | +3.6% | +1.4% |
| 3Y | -12.5% | +825.0% | -837.5% | -13.8% |
| 5Y | +3.9% | +199.8% | -195.9% | +2.5% |
| 10Y | +76.6% | -98.4% | +175.0% | +67.4% |
| All | +76.6% | -98.4% | +175.0% | +67.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling