+48.5%
PPL vs RCAT
+46.9%
+1.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +18.6% | -19.2% | -0.7% |
| 7D | +0.4% | -12.7% | +13.2% | +0.5% |
| 30D | +5.4% | -34.3% | +39.8% | +5.7% |
| 3M | +4.3% | -53.4% | +57.7% | +4.8% |
| 6M | -1.3% | -62.0% | +60.6% | -0.9% |
| YTD | +4.7% | -49.1% | +53.7% | +4.4% |
| 1Y | +1.3% | -53.1% | +54.4% | +1.0% |
| 3Y | +57.2% | +318.7% | -261.4% | +47.0% |
| All | +48.5% | +46.9% | +1.6% | +40.6% |
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