+58.1%
PPL vs RCAT
+270.1%
-212.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.9% | +15.7% | +0.8% |
| 7D | +1.0% | -32.6% | +33.6% | +1.1% |
| 30D | +6.8% | -46.3% | +53.1% | +7.0% |
| 3M | +3.9% | -60.7% | +64.5% | +4.1% |
| 6M | -2.0% | -67.4% | +65.3% | -1.9% |
| YTD | +5.3% | -57.1% | +62.3% | +4.9% |
| 1Y | +2.2% | -63.8% | +66.0% | +1.9% |
| All | +58.1% | +270.1% | -212.0% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling