+542.4%
PPL vs RCAT
-100.0%
+642.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 3M | +3.9% | -60.7% | +64.5% | +4.0% |
| 6M | -2.0% | -67.4% | +65.3% | -1.9% |
| YTD | +5.3% | -57.1% | +62.3% | +5.3% |
| 1Y | +2.2% | -63.8% | +66.0% | +2.2% |
| 3Y | +56.7% | +268.1% | -211.4% | +55.9% |
| 5Y | +49.1% | +25.2% | +23.9% | +48.4% |
| 10Y | +63.6% | -99.7% | +163.3% | +59.8% |
| All | +542.4% | -100.0% | +642.4% | +480.5% |
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