+192.8%
PM vs RCAT
-98.5%
+291.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -2.0% |
| 7D | -4.9% | -1.4% | -3.5% | -4.9% |
| 30D | -3.4% | -3.3% | 0.0% | -3.4% |
| 3M | +5.2% | -43.2% | +48.4% | +5.3% |
| 6M | +3.7% | -43.2% | +46.9% | +3.8% |
| YTD | +15.8% | +5.5% | +10.2% | +15.6% |
| 1Y | +17.4% | -1.6% | +19.0% | +17.2% |
| 3Y | +116.9% | +773.7% | -656.8% | +114.8% |
| 5Y | +117.3% | +187.6% | -70.3% | +115.3% |
| All | +192.8% | -98.5% | +291.3% | +188.9% |
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 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