+4,594.7%
PH vs RCAT
-100.0%
+4,694.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +18.6% | -15.8% | +2.8% |
| 7D | +2.0% | -12.7% | +14.7% | +2.0% |
| 30D | -3.7% | -34.3% | +30.6% | -3.6% |
| 3M | -14.0% | -53.4% | +39.4% | -13.9% |
| 6M | +2.1% | -62.0% | +64.1% | +2.3% |
| YTD | +5.1% | -49.1% | +54.1% | +5.1% |
| 1Y | +10.9% | -53.1% | +64.1% | +11.0% |
| 3Y | +132.9% | +318.7% | -185.7% | +131.1% |
| 5Y | +200.1% | +48.5% | +151.6% | +198.0% |
| 10Y | +783.8% | -99.6% | +883.4% | +749.4% |
| All | +4,594.7% | -100.0% | +4,694.7% | +4,012.3% |
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