+106.2%
PFE vs RCAT
-100.0%
+206.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.6% | -20.3% | -1.6% |
| 7D | -3.7% | -12.7% | +9.0% | -3.7% |
| 30D | +5.0% | -34.3% | +39.3% | +5.0% |
| 3M | +12.2% | -53.4% | +65.6% | +12.2% |
| 6M | +14.6% | -62.0% | +76.5% | +14.6% |
| YTD | +24.1% | -49.1% | +73.2% | +24.1% |
| 1Y | +26.6% | -53.1% | +79.7% | +26.6% |
| 3Y | +14.3% | +318.7% | -304.3% | +14.2% |
| 5Y | -21.9% | +48.5% | -70.4% | -22.0% |
| 10Y | +62.6% | -99.6% | +162.3% | +62.1% |
| All | +106.2% | -100.0% | +206.2% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling