+557.6%
PL vs RCAT
+373.0%
+184.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | +0.7% |
| 7D | +5.6% | -5.6% | +11.2% | +7.0% |
| 30D | -16.9% | -27.0% | +10.1% | -11.1% |
| 3M | -38.2% | -57.9% | +19.7% | -26.3% |
| 6M | -63.4% | -59.4% | -4.0% | -56.1% |
| YTD | -27.6% | -46.9% | +19.3% | -18.6% |
| 1Y | +6.6% | -54.0% | +60.6% | +22.1% |
| 3Y | +557.6% | +378.4% | +179.2% | +529.5% |
| All | +557.6% | +373.0% | +184.6% | +529.5% |
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