+696.1%
PH vs RCAT
-99.8%
+795.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.3% | +6.7% | -1.5% |
| 7D | +7.4% | +15.6% | -8.2% | +7.3% |
| 30D | +0.5% | -24.1% | +24.6% | +0.6% |
| 3M | -10.2% | -61.9% | +51.6% | -9.8% |
| 6M | +8.9% | -64.3% | +73.2% | +9.4% |
| YTD | +9.7% | -50.4% | +60.0% | +9.8% |
| 1Y | +12.8% | -54.0% | +66.9% | +13.0% |
| 3Y | +134.6% | +347.2% | -212.6% | +131.4% |
| 5Y | +204.5% | +45.7% | +158.8% | +201.0% |
| All | +696.1% | -99.8% | +795.9% | +704.0% |
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 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