+130.4%
PSA vs RCAT
-99.8%
+230.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | -0.7% |
| 7D | -2.1% | +15.6% | -17.7% | -2.2% |
| 30D | +15.6% | -24.1% | +39.7% | +15.7% |
| 3M | +4.1% | -61.9% | +65.9% | +4.3% |
| 6M | +9.2% | -64.3% | +73.5% | +9.4% |
| YTD | +32.3% | -50.4% | +82.7% | +32.4% |
| 1Y | +26.2% | -54.0% | +80.2% | +26.2% |
| 3Y | +53.7% | +347.2% | -293.5% | +52.4% |
| 5Y | +26.6% | +45.7% | -19.2% | +25.6% |
| All | +130.4% | -99.8% | +230.2% | +131.0% |
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