+21.0%
PL vs RCAT
-54.8%
+75.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.8% |
| 7D | +10.0% | -5.9% | +16.0% | +12.9% |
| 30D | -2.3% | -19.7% | +17.4% | +6.4% |
| 3M | -44.2% | -62.9% | +18.7% | -19.1% |
| 6M | -66.1% | -59.6% | -6.5% | -52.0% |
| YTD | -30.0% | -52.1% | +22.1% | -16.0% |
| 1Y | +21.0% | -50.9% | +71.9% | +40.9% |
| All | +21.0% | -54.8% | +75.8% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling