+112.7%
PFGC vs RCAT
+183.7%
-71.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.4% |
| 7D | -2.2% | -1.4% | -0.8% | -2.2% |
| 30D | -11.9% | -3.3% | -8.6% | -11.9% |
| 3M | +5.0% | -43.2% | +48.2% | +7.0% |
| 6M | +8.6% | -43.2% | +51.8% | +9.9% |
| YTD | +9.7% | +5.5% | +4.1% | +7.6% |
| 1Y | -6.3% | -1.6% | -4.6% | -8.6% |
| 3Y | +58.2% | +773.7% | -715.5% | +36.8% |
| All | +112.7% | +183.7% | -71.0% | +89.5% |
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 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