+745.4%
PPG vs RCAT
-100.0%
+845.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -2.5% |
| 7D | 0.0% | +5.4% | -5.4% | 0.0% |
| 30D | -7.8% | -5.6% | -2.2% | -7.8% |
| 3M | -2.2% | -30.2% | +28.0% | -2.2% |
| 6M | +4.1% | -43.4% | +47.5% | +4.2% |
| YTD | +9.1% | +9.6% | -0.6% | +9.0% |
| 1Y | +1.0% | -2.0% | +2.9% | +0.9% |
| 3Y | -13.3% | +825.0% | -838.3% | -13.5% |
| 5Y | -19.2% | +199.8% | -219.0% | -19.4% |
| 10Y | +25.9% | -98.4% | +124.3% | +25.9% |
| All | +745.4% | -100.0% | +845.4% | +799.1% |
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