+35.6%
PFE vs RCAT
-98.5%
+134.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -1.2% |
| 7D | +1.8% | -1.4% | +3.2% | +1.8% |
| 30D | +10.2% | -3.3% | +13.6% | +10.2% |
| 3M | +12.7% | -43.2% | +55.9% | +12.8% |
| 6M | +10.5% | -43.2% | +53.7% | +10.6% |
| YTD | +20.2% | +5.5% | +14.6% | +20.0% |
| 1Y | +24.1% | -1.6% | +25.7% | +23.9% |
| 3Y | -3.6% | +773.7% | -777.3% | -4.4% |
| 5Y | -20.9% | +187.6% | -208.5% | -21.5% |
| All | +35.6% | -98.5% | +134.0% | +32.5% |
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 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