-14.8%
PNR vs RCAT
+720.6%
-735.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -6.0% | -4.9% | -1.1% | -5.8% |
| 30D | -14.0% | -22.9% | +8.9% | -13.1% |
| 3M | -21.7% | -33.7% | +12.0% | -20.6% |
| 6M | -37.3% | -50.7% | +13.5% | -36.0% |
| YTD | -45.1% | +0.4% | -45.5% | -46.3% |
| 1Y | -49.1% | -27.6% | -21.5% | -49.8% |
| 3Y | -14.8% | +753.2% | -768.0% | -26.6% |
| All | -14.8% | +720.6% | -735.5% | -26.6% |
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