+812.6%
PH vs RCAT
-98.5%
+911.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.6% |
| 7D | 0.0% | -2.3% | +2.3% | 0.0% |
| 30D | -10.3% | -18.7% | +8.4% | -10.2% |
| 3M | +5.1% | -29.3% | +34.3% | +5.2% |
| 6M | +2.3% | -42.3% | +44.6% | +2.5% |
| YTD | +8.7% | +2.5% | +6.2% | +8.4% |
| 1Y | +26.8% | -5.7% | +32.4% | +26.3% |
| 3Y | +139.2% | +764.9% | -625.7% | +134.8% |
| 5Y | +251.1% | +182.3% | +68.8% | +245.2% |
| 10Y | +812.6% | -98.5% | +911.1% | +788.2% |
| All | +812.6% | -98.5% | +911.1% | +788.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling