+65.0%
PPL vs RCAT
-99.7%
+164.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | -1.0% | +7.2% | -8.2% | -1.0% |
| 30D | +3.0% | -20.4% | +23.4% | +3.1% |
| 3M | +1.1% | -59.8% | +60.9% | +1.3% |
| 6M | -0.8% | -61.9% | +61.1% | -0.6% |
| YTD | +3.5% | -45.9% | +49.4% | +3.5% |
| 1Y | -0.9% | -50.5% | +49.6% | -0.9% |
| 3Y | +54.2% | +387.5% | -333.3% | +52.6% |
| 5Y | +46.3% | +70.9% | -24.6% | +44.9% |
| 10Y | +65.0% | -99.7% | +164.8% | +62.4% |
| All | +65.0% | -99.7% | +164.8% | +62.4% |
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