-35.1%
PSKY vs RCAT
-99.9%
+64.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | -0.2% | -1.4% | +1.2% | -0.2% |
| 30D | +24.0% | -3.3% | +27.3% | +24.0% |
| 3M | +2.2% | -43.2% | +45.4% | +2.2% |
| 6M | -9.0% | -43.2% | +34.2% | -8.9% |
| YTD | -18.1% | +5.5% | -23.7% | -18.2% |
| 1Y | -25.1% | -1.6% | -23.5% | -25.1% |
| 3Y | -16.3% | +773.7% | -790.0% | -16.6% |
| 5Y | -70.4% | +187.6% | -258.0% | -70.4% |
| 10Y | -74.2% | -98.5% | +24.3% | -73.5% |
| All | -35.1% | -99.9% | +64.9% | -22.1% |
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 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