+24.1%
PPG vs RCAT
-98.5%
+122.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | -6.2% | -4.9% | -1.3% | -6.2% |
| 30D | -7.9% | -22.9% | +14.9% | -7.8% |
| 3M | -10.2% | -33.7% | +23.5% | -10.1% |
| 6M | +2.7% | -50.7% | +53.4% | +2.9% |
| YTD | +4.9% | +0.4% | +4.5% | +4.7% |
| 1Y | -3.2% | -27.6% | +24.4% | -3.3% |
| 3Y | -17.0% | +753.2% | -770.2% | -18.0% |
| 5Y | -23.3% | +183.3% | -206.6% | -24.2% |
| All | +24.1% | -98.5% | +122.6% | +23.4% |
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