+386.6%
PSX vs RCAT
-98.5%
+485.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +0.7% |
| 7D | +1.8% | -2.3% | +4.1% | +1.8% |
| 30D | +21.6% | -18.7% | +40.3% | +21.8% |
| 3M | +46.5% | -29.3% | +75.7% | +46.6% |
| 6M | +62.0% | -42.3% | +104.3% | +62.2% |
| YTD | +106.3% | +2.5% | +103.8% | +105.9% |
| 1Y | +103.0% | -5.7% | +108.6% | +102.5% |
| 3Y | +135.5% | +764.9% | -629.4% | +131.8% |
| 5Y | +368.5% | +182.3% | +186.2% | +361.8% |
| 10Y | +386.6% | -98.5% | +485.1% | +386.2% |
| All | +386.6% | -98.5% | +485.1% | +386.2% |
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 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