+2,234.4%
PSA vs RCAT
-100.0%
+2,334.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +18.6% | -19.5% | -0.9% |
| 7D | +3.9% | -12.7% | +16.7% | +3.9% |
| 30D | +19.7% | -34.3% | +54.0% | +19.6% |
| 3M | +4.3% | -53.4% | +57.7% | +4.2% |
| 6M | +11.4% | -62.0% | +73.3% | +11.3% |
| YTD | +33.9% | -49.1% | +83.0% | +33.9% |
| 1Y | +28.3% | -53.1% | +81.4% | +28.3% |
| 3Y | +53.5% | +318.7% | -265.2% | +54.0% |
| 5Y | +30.6% | +48.5% | -17.9% | +31.0% |
| 10Y | +145.8% | -99.6% | +245.4% | +154.5% |
| All | +2,234.4% | -100.0% | +2,334.4% | +2,673.2% |
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