+160.5%
PR vs RCAT
-99.2%
+259.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -10.3% | +3.8% | -6.5% |
| 7D | -12.1% | -18.5% | +6.4% | -12.0% |
| 30D | +0.9% | -37.0% | +37.9% | +1.1% |
| 3M | +10.1% | -54.9% | +65.0% | +10.5% |
| 6M | +1.1% | -63.6% | +64.7% | +1.4% |
| YTD | +63.7% | -49.6% | +113.2% | +63.8% |
| 1Y | +87.0% | -57.8% | +144.8% | +87.3% |
| 3Y | +70.7% | +332.4% | -261.7% | +69.6% |
| 5Y | +246.8% | +48.1% | +198.7% | +244.7% |
| 10Y | +72.6% | -99.6% | +172.2% | +74.2% |
| All | +160.5% | -99.2% | +259.6% | +139.9% |
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