+168.1%
PM vs RCAT
+46.9%
+121.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.6% | -20.4% | -1.8% |
| 7D | -5.2% | -12.7% | +7.5% | -5.2% |
| 30D | +2.7% | -34.3% | +37.0% | +2.7% |
| 3M | +6.1% | -53.4% | +59.5% | +6.1% |
| 6M | +18.0% | -62.0% | +80.0% | +17.9% |
| YTD | +26.6% | -49.1% | +75.6% | +25.9% |
| 1Y | +36.7% | -53.1% | +89.8% | +36.0% |
| 3Y | +146.0% | +318.7% | -172.6% | +132.1% |
| All | +168.1% | +46.9% | +121.2% | +150.5% |
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