+19.3%
PH vs RCAT
-59.1%
+78.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -10.3% | +6.6% | -3.4% |
| 7D | -0.2% | -18.5% | +18.3% | +0.4% |
| 30D | -6.7% | -37.0% | +30.2% | -5.6% |
| 3M | -8.1% | -54.9% | +46.7% | -6.4% |
| 6M | +5.3% | -63.6% | +69.0% | +7.1% |
| YTD | +4.2% | -49.6% | +53.7% | +3.9% |
| 1Y | +19.3% | -57.8% | +77.2% | +19.0% |
| All | +19.3% | -59.1% | +78.5% | +19.0% |
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 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