-70.3%
PSKY vs RCAT
+192.8%
-263.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.4% | -0.8% |
| 7D | +2.4% | +5.4% | -3.0% | +2.1% |
| 30D | +17.5% | -5.6% | +23.1% | +17.8% |
| 3M | +4.4% | -30.2% | +34.7% | +6.1% |
| 6M | -9.0% | -43.4% | +34.4% | -7.4% |
| YTD | -18.6% | +9.6% | -28.2% | -21.4% |
| 1Y | -27.7% | -2.0% | -25.7% | -30.3% |
| 3Y | -16.9% | +825.0% | -841.9% | -40.1% |
| 5Y | -70.3% | +199.8% | -270.1% | -77.8% |
| All | -70.3% | +192.8% | -263.0% | -77.8% |
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