-21.5%
PFE vs RCAT
+46.9%
-68.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.6% | -20.3% | -1.9% |
| 7D | -3.7% | -12.7% | +9.0% | -3.5% |
| 30D | +5.0% | -34.3% | +39.3% | +5.6% |
| 3M | +12.2% | -53.4% | +65.6% | +13.5% |
| 6M | +14.6% | -62.0% | +76.5% | +16.0% |
| YTD | +24.1% | -49.1% | +73.2% | +24.2% |
| 1Y | +26.6% | -53.1% | +79.7% | +26.6% |
| 3Y | +14.3% | +318.7% | -304.3% | +5.8% |
| All | -21.5% | +46.9% | -68.4% | -31.0% |
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