+875.4%
PNR vs RCAT
-100.0%
+975.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +0.2% |
| 7D | +0.3% | -5.9% | +6.2% | +0.3% |
| 30D | +31.7% | -19.7% | +51.4% | +31.7% |
| 3M | +2.6% | -62.9% | +65.5% | +2.8% |
| 6M | -6.4% | -59.6% | +53.2% | -6.3% |
| YTD | -33.4% | -52.1% | +18.6% | -33.4% |
| 1Y | -35.1% | -50.9% | +15.8% | -35.0% |
| 3Y | +17.1% | +333.8% | -316.7% | +16.7% |
| 5Y | -3.5% | +40.7% | -44.3% | -3.8% |
| 10Y | +100.2% | -99.8% | +199.9% | +99.9% |
| All | +875.4% | -100.0% | +975.4% | +900.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling