+415.3%
PR vs RCAT
+183.7%
+231.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.5% |
| 7D | +2.9% | -1.4% | +4.3% | +3.0% |
| 30D | +18.0% | -3.3% | +21.4% | +18.1% |
| 3M | +16.9% | -43.2% | +60.1% | +19.4% |
| 6M | +28.2% | -43.2% | +71.4% | +29.9% |
| YTD | +69.3% | +5.5% | +63.8% | +65.0% |
| 1Y | +69.5% | -1.6% | +71.1% | +64.0% |
| 3Y | +81.7% | +773.7% | -692.0% | +51.0% |
| All | +415.3% | +183.7% | +231.5% | +347.3% |
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