+28.2%
PH vs RCAT
-2.3%
+30.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -3.1% | -1.4% | -1.7% | -3.0% |
| 30D | -3.2% | -3.3% | +0.1% | -3.2% |
| 3M | +10.6% | -43.2% | +53.8% | +11.6% |
| 6M | -2.1% | -43.2% | +41.0% | -1.6% |
| YTD | +10.2% | +5.5% | +4.6% | +7.9% |
| 1Y | +28.2% | -1.6% | +29.9% | +26.6% |
| All | +28.2% | -2.3% | +30.6% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling