+109.7%
PFE vs RCAT
-100.0%
+209.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -14.9% | +11.9% | -2.9% |
| 7D | -0.2% | -32.6% | +32.3% | -0.2% |
| 30D | +8.7% | -46.3% | +54.9% | +8.7% |
| 3M | +15.8% | -60.7% | +76.5% | +15.8% |
| 6M | +16.8% | -67.4% | +84.2% | +16.9% |
| YTD | +26.2% | -57.1% | +83.3% | +26.2% |
| 1Y | +29.9% | -63.8% | +93.7% | +30.0% |
| 3Y | +15.9% | +268.1% | -252.2% | +15.8% |
| 5Y | -20.6% | +25.2% | -45.8% | -20.7% |
| 10Y | +65.4% | -99.7% | +165.0% | +64.8% |
| All | +109.7% | -100.0% | +209.7% | +99.3% |
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