+65.2%
PR vs RCAT
-99.8%
+165.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +18.6% | -16.7% | +1.8% |
| 7D | -16.4% | -12.7% | -3.7% | -16.4% |
| 30D | -1.9% | -34.3% | +32.4% | -1.8% |
| 3M | +8.0% | -53.4% | +61.4% | +8.2% |
| 6M | +4.1% | -62.0% | +66.1% | +4.4% |
| YTD | +58.7% | -49.1% | +107.8% | +58.8% |
| 1Y | +75.8% | -53.1% | +129.0% | +76.0% |
| 3Y | +73.2% | +318.7% | -245.5% | +72.2% |
| 5Y | +230.1% | +48.5% | +181.6% | +228.4% |
| All | +65.2% | -99.8% | +165.0% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling