+47.1%
PPL vs RCAT
+41.8%
+5.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.3% |
| 7D | -0.4% | -5.9% | +5.6% | -0.3% |
| 30D | +2.6% | -19.7% | +22.3% | +2.8% |
| 3M | +0.8% | -62.9% | +63.7% | +1.5% |
| 6M | +1.4% | -59.6% | +61.0% | +1.8% |
| YTD | +4.3% | -52.1% | +56.4% | +4.1% |
| 1Y | +0.8% | -50.9% | +51.7% | +0.4% |
| 3Y | +57.9% | +333.8% | -275.9% | +47.2% |
| All | +47.1% | +41.8% | +5.3% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling