-78.0%
PSKY vs RCAT
+82.9%
-161.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.7% | -1.1% | -4.5% |
| 7D | -24.6% | -18.2% | -6.4% | -23.0% |
| 30D | -36.1% | -39.5% | +3.4% | -32.9% |
| 3M | -53.4% | -49.1% | -4.3% | -50.1% |
| 6M | -53.4% | -49.1% | -4.3% | -50.1% |
| YTD | -53.4% | -49.1% | -4.3% | -50.1% |
| 1Y | -58.4% | -63.3% | +4.9% | -54.4% |
| 3Y | -40.7% | +381.6% | -422.3% | -54.0% |
| All | -78.0% | +82.9% | -161.0% | -82.1% |
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