+46.2%
PFE vs RCAT
-99.6%
+145.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.9% | +0.5% |
| 7D | -0.7% | -5.6% | +4.9% | -0.7% |
| 30D | +5.3% | -27.0% | +32.4% | +5.4% |
| 3M | +10.1% | -57.9% | +68.0% | +10.3% |
| 6M | +18.0% | -59.4% | +77.4% | +18.2% |
| YTD | +25.8% | -46.9% | +72.7% | +25.8% |
| 1Y | +28.4% | -54.0% | +82.5% | +28.5% |
| 3Y | +20.9% | +378.4% | -357.5% | +20.1% |
| 5Y | -21.5% | +61.9% | -83.4% | -22.0% |
| 10Y | +46.2% | -99.6% | +145.8% | +41.7% |
| All | +46.2% | -99.6% | +145.8% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling