+4.7%
PEP vs RCAT
+183.7%
-179.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.7% |
| 7D | -1.4% | -1.4% | 0.0% | -1.4% |
| 30D | +0.2% | -3.3% | +3.6% | +0.2% |
| 3M | -1.1% | -43.2% | +42.1% | -1.1% |
| 6M | -13.5% | -43.2% | +29.7% | -13.5% |
| YTD | -1.2% | +5.5% | -6.7% | -1.3% |
| 1Y | -1.6% | -1.6% | +0.1% | -1.8% |
| 3Y | -12.5% | +773.7% | -786.2% | -15.5% |
| All | +4.7% | +183.7% | -179.0% | +1.3% |
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