-19.3%
PNR vs RCAT
+184.3%
-203.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -1.6% |
| 7D | -3.9% | -2.3% | -1.6% | -3.8% |
| 30D | -13.8% | -18.7% | +4.9% | -13.1% |
| 3M | -22.5% | -29.3% | +6.7% | -21.6% |
| 6M | -37.2% | -42.3% | +5.2% | -36.4% |
| YTD | -44.2% | +2.5% | -46.7% | -45.5% |
| 1Y | -46.6% | -5.7% | -41.0% | -48.2% |
| 3Y | -12.5% | +764.9% | -777.4% | -26.8% |
| 5Y | -19.3% | +182.3% | -201.6% | -31.7% |
| All | -19.3% | +184.3% | -203.6% | -31.7% |
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