-85.0%
PSKY vs RCAT
-99.6%
+14.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.7% | -1.1% | -4.8% |
| 7D | -24.6% | -18.2% | -6.4% | -24.4% |
| 30D | -36.1% | -39.5% | +3.4% | -35.9% |
| 3M | -37.1% | -54.5% | +17.4% | -36.7% |
| 6M | -40.5% | -65.6% | +25.0% | -40.1% |
| YTD | -47.7% | -40.5% | -7.2% | -47.6% |
| 1Y | -58.4% | -63.3% | +4.9% | -58.1% |
| 3Y | -40.7% | +381.6% | -422.3% | -41.8% |
| 5Y | -80.0% | +66.8% | -146.8% | -80.4% |
| All | -85.0% | -99.6% | +14.6% | -84.9% |
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 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