-4.3%
PEP vs RCAT
-64.7%
+60.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | -1.6% |
| 7D | -0.3% | +15.6% | -15.9% | +0.7% |
| 30D | +11.8% | -24.1% | +35.9% | +10.5% |
| 3M | +3.7% | -61.9% | +65.5% | -0.3% |
| 6M | -4.3% | -64.3% | +60.0% | -7.2% |
| All | -4.3% | -64.7% | +60.4% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling