+3.3%
PEP vs RCAT
+23.8%
-20.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.9% | +15.1% | +0.1% |
| 7D | +6.7% | -32.6% | +39.2% | +6.5% |
| 30D | +13.5% | -46.3% | +59.8% | +13.3% |
| 3M | +3.9% | -60.7% | +64.6% | +3.7% |
| 6M | -6.0% | -67.4% | +61.4% | -6.2% |
| YTD | +2.5% | -57.1% | +59.5% | +2.0% |
| 1Y | +3.9% | -63.8% | +67.7% | +3.5% |
| 3Y | -4.7% | +268.1% | -272.8% | -9.2% |
| All | +3.3% | +23.8% | -20.5% | -0.5% |
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