+260.9%
PM vs RCAT
-99.7%
+360.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.1% |
| 7D | -7.1% | +7.2% | -14.3% | -7.1% |
| 30D | -2.8% | -20.4% | +17.6% | -2.8% |
| 3M | +6.3% | -59.8% | +66.1% | +6.5% |
| 6M | +9.6% | -61.9% | +71.5% | +9.8% |
| YTD | +25.6% | -45.9% | +71.5% | +25.6% |
| 1Y | +29.7% | -50.5% | +80.2% | +29.6% |
| 3Y | +147.6% | +387.5% | -239.9% | +145.3% |
| 5Y | +160.1% | +70.9% | +89.2% | +158.0% |
| 10Y | +260.9% | -99.7% | +360.6% | +258.8% |
| All | +260.9% | -99.7% | +360.6% | +258.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling