+15.1%
PSA vs RCAT
+183.7%
-168.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.2% |
| 7D | -3.7% | -1.4% | -2.3% | -3.6% |
| 30D | -7.7% | -3.3% | -4.4% | -7.7% |
| 3M | -0.6% | -43.2% | +42.6% | +0.3% |
| 6M | -0.9% | -43.2% | +42.3% | -0.4% |
| YTD | +18.7% | +5.5% | +13.1% | +17.5% |
| 1Y | +7.6% | -1.6% | +9.3% | +6.3% |
| 3Y | +23.7% | +773.7% | -750.0% | +14.1% |
| All | +15.1% | +183.7% | -168.7% | +6.1% |
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 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