+4,823.9%
PH vs RCAT
-100.0%
+4,923.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.2% |
| 7D | -3.1% | -1.4% | -1.7% | -3.1% |
| 30D | -3.2% | -3.3% | +0.1% | -3.2% |
| 3M | +10.6% | -43.2% | +53.8% | +10.7% |
| 6M | -2.1% | -43.2% | +41.0% | -2.1% |
| YTD | +10.2% | +5.5% | +4.6% | +10.0% |
| 1Y | +28.2% | -1.6% | +29.9% | +28.0% |
| 3Y | +134.9% | +773.7% | -638.8% | +132.6% |
| 5Y | +253.6% | +187.6% | +66.0% | +250.5% |
| 10Y | +804.7% | -98.5% | +903.2% | +766.5% |
| All | +4,823.9% | -100.0% | +4,923.9% | +4,204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling