+1.9%
PLD vs RCAT
+71.1%
-69.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.4% | -8.6% | +2.5% |
| 7D | +0.7% | +1.1% | -0.4% | +0.6% |
| 30D | +0.8% | -22.0% | +22.8% | +1.3% |
| 3M | -6.1% | -51.1% | +45.0% | -4.6% |
| 6M | -8.0% | -56.6% | +48.6% | -6.7% |
| YTD | +4.7% | -43.3% | +47.9% | +4.4% |
| 1Y | +7.2% | -51.5% | +58.7% | +7.3% |
| 3Y | +39.2% | +411.4% | -372.1% | +22.5% |
| 5Y | +1.9% | +74.4% | -72.5% | -6.4% |
| All | +1.9% | +71.1% | -69.2% | -6.4% |
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