+102.0%
PSA vs RCAT
-98.4%
+200.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.1% |
| 7D | -0.4% | +5.4% | -5.8% | -0.4% |
| 30D | -8.2% | -5.6% | -2.6% | -8.2% |
| 3M | -2.1% | -30.2% | +28.1% | -2.1% |
| 6M | -0.2% | -43.4% | +43.2% | -0.1% |
| YTD | +18.5% | +9.6% | +8.9% | +18.3% |
| 1Y | +6.6% | -2.0% | +8.6% | +6.4% |
| 3Y | +24.5% | +825.0% | -800.5% | +23.1% |
| 5Y | +13.6% | +199.8% | -186.2% | +12.5% |
| 10Y | +102.0% | -98.4% | +200.3% | +99.1% |
| All | +102.0% | -98.4% | +200.3% | +99.1% |
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