+137.1%
PSX vs RCAT
+737.0%
-599.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.2% |
| 7D | +4.5% | -1.4% | +6.0% | +4.6% |
| 30D | +26.6% | -3.3% | +30.0% | +26.6% |
| 3M | +39.3% | -43.2% | +82.5% | +41.0% |
| 6M | +56.8% | -43.2% | +100.0% | +58.1% |
| YTD | +101.8% | +5.5% | +96.3% | +99.7% |
| 1Y | +99.6% | -1.6% | +101.3% | +97.0% |
| All | +137.1% | +737.0% | -599.9% | +131.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling