+1.7%
PPL vs RCAT
-59.1%
+60.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.3% | +10.3% | -0.2% |
| 7D | +1.8% | -18.5% | +20.3% | +1.4% |
| 30D | +8.4% | -37.0% | +45.4% | +7.5% |
| 3M | +2.4% | -54.9% | +57.2% | +1.0% |
| 6M | -4.0% | -63.6% | +59.7% | -5.5% |
| YTD | +4.5% | -49.6% | +54.0% | +2.8% |
| 1Y | +1.7% | -57.8% | +59.5% | +0.9% |
| All | +1.7% | -59.1% | +60.9% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling