+488.3%
PFGC vs RCAT
-99.3%
+587.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +11.4% | -7.4% | +3.8% |
| 7D | +10.8% | +1.1% | +9.7% | +10.8% |
| 30D | +17.8% | -22.0% | +39.8% | +18.0% |
| 3M | -2.7% | -51.1% | +48.4% | -2.1% |
| 6M | +20.0% | -56.6% | +76.6% | +20.8% |
| YTD | +24.3% | -43.3% | +67.6% | +24.4% |
| 1Y | +13.2% | -51.5% | +64.7% | +13.4% |
| 3Y | +85.9% | +411.4% | -325.5% | +79.7% |
| 5Y | +141.0% | +74.4% | +66.6% | +134.1% |
| 10Y | +370.6% | -99.6% | +470.2% | +318.2% |
| All | +488.3% | -99.3% | +587.5% | +411.7% |
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