+196.7%
PH vs RCAT
+46.9%
+149.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +18.6% | -15.8% | +2.0% |
| 7D | +2.0% | -12.7% | +14.7% | +2.5% |
| 30D | -3.7% | -34.3% | +30.6% | -2.0% |
| 3M | -14.0% | -53.4% | +39.4% | -11.3% |
| 6M | +2.1% | -62.0% | +64.1% | +5.4% |
| YTD | +5.1% | -49.1% | +54.1% | +5.7% |
| 1Y | +10.9% | -53.1% | +64.1% | +11.6% |
| 3Y | +132.9% | +318.7% | -185.7% | +102.5% |
| All | +196.7% | +46.9% | +149.8% | +178.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling