+134.6%
PH vs RCAT
+347.2%
-212.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.3% | +6.7% | -1.2% |
| 7D | +7.4% | +15.6% | -8.2% | +6.6% |
| 30D | +0.5% | -24.1% | +24.6% | +1.5% |
| 3M | -10.2% | -61.9% | +51.6% | -6.8% |
| 6M | +8.9% | -64.3% | +73.2% | +12.5% |
| YTD | +9.7% | -50.4% | +60.0% | +10.2% |
| 1Y | +12.8% | -54.0% | +66.9% | +13.5% |
| All | +134.6% | +347.2% | -212.6% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling