+49.6%
PFE vs RCAT
-99.6%
+149.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.4% | -11.9% | -0.6% |
| 7D | -4.7% | +1.1% | -5.8% | -4.7% |
| 30D | +3.4% | -22.0% | +25.4% | +3.4% |
| 3M | +9.2% | -51.1% | +60.4% | +9.4% |
| 6M | +15.8% | -56.6% | +72.4% | +16.0% |
| YTD | +23.4% | -43.3% | +66.7% | +23.5% |
| 1Y | +25.8% | -51.5% | +77.3% | +25.9% |
| 3Y | +17.8% | +411.4% | -393.5% | +17.0% |
| 5Y | -20.2% | +74.4% | -94.6% | -20.7% |
| 10Y | +49.6% | -99.6% | +149.2% | +44.6% |
| All | +49.6% | -99.6% | +149.2% | +44.6% |
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