+161.2%
PM vs RCAT
+57.4%
+103.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.3% | +8.4% | +0.1% |
| 7D | -2.4% | +15.6% | -18.0% | -2.4% |
| 30D | -1.3% | -24.1% | +22.8% | -1.3% |
| 3M | +6.5% | -61.9% | +68.4% | +6.5% |
| 6M | +7.0% | -64.3% | +71.3% | +7.0% |
| YTD | +25.8% | -50.4% | +76.2% | +25.1% |
| 1Y | +30.9% | -54.0% | +84.9% | +30.2% |
| 3Y | +148.0% | +347.2% | -199.2% | +133.5% |
| 5Y | +161.2% | +45.7% | +115.4% | +148.0% |
| All | +161.2% | +57.4% | +103.8% | +148.0% |
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