+521.3%
PPL vs RCAT
-100.0%
+621.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +2.7% | -1.4% | +4.1% | +2.7% |
| 30D | +0.5% | -3.3% | +3.8% | +0.5% |
| 3M | +0.7% | -43.2% | +43.9% | +0.7% |
| 6M | -7.6% | -43.2% | +35.6% | -7.6% |
| YTD | +1.8% | +5.5% | -3.7% | +1.7% |
| 1Y | -0.8% | -1.6% | +0.9% | -0.9% |
| 3Y | +56.9% | +773.7% | -716.8% | +55.9% |
| 5Y | +39.5% | +187.6% | -148.1% | +38.7% |
| 10Y | +55.4% | -98.5% | +153.8% | +51.4% |
| All | +521.3% | -100.0% | +621.3% | +460.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling