+143.9%
PM vs RCAT
+339.1%
-195.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.6% | -20.4% | -1.7% |
| 7D | -5.2% | -12.7% | +7.5% | -5.3% |
| 30D | +2.7% | -34.3% | +37.0% | +2.5% |
| 3M | +5.2% | -53.4% | +58.6% | +4.9% |
| 6M | +17.0% | -62.0% | +79.0% | +16.6% |
| YTD | +25.5% | -49.1% | +74.6% | +24.6% |
| 1Y | +35.5% | -53.1% | +88.6% | +34.6% |
| 3Y | +143.9% | +318.7% | -174.7% | +129.8% |
| All | +143.9% | +339.1% | -195.2% | +129.8% |
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 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