+63.3%
PNR vs RCAT
-98.5%
+161.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -5.5% | -5.4% | -0.1% | -5.4% |
| 30D | -15.6% | -24.2% | +8.6% | -15.4% |
| 3M | -20.2% | -25.8% | +5.6% | -20.1% |
| 6M | -36.6% | -44.9% | +8.3% | -36.5% |
| YTD | -45.0% | +1.9% | -46.9% | -45.1% |
| 1Y | -47.4% | -5.2% | -42.3% | -47.6% |
| 3Y | -13.7% | +759.6% | -773.3% | -15.7% |
| 5Y | -20.8% | +187.5% | -208.3% | -22.5% |
| All | +63.3% | -98.5% | +161.8% | +55.2% |
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