+21.1%
PL vs RCAT
+46.9%
-25.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +18.6% | -8.3% | +6.9% |
| 7D | -6.8% | -12.7% | +5.9% | -4.5% |
| 30D | -29.3% | -34.3% | +5.0% | -23.7% |
| 3M | -44.8% | -53.4% | +8.6% | -36.9% |
| 6M | -68.4% | -62.0% | -6.4% | -62.6% |
| YTD | -36.4% | -49.1% | +12.7% | -29.1% |
| 1Y | +0.7% | -53.1% | +53.9% | +13.3% |
| 3Y | +455.3% | +318.7% | +136.7% | +389.1% |
| All | +21.1% | +46.9% | -25.8% | +10.5% |
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 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