+1,102.3%
PSX vs RCAT
-100.0%
+1,202.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.4% | -8.4% | +2.9% |
| 7D | -8.0% | +1.1% | -9.1% | -8.0% |
| 30D | -9.0% | -22.0% | +13.0% | -9.0% |
| 3M | +24.7% | -51.1% | +75.9% | +25.0% |
| 6M | +49.3% | -56.6% | +105.9% | +49.6% |
| YTD | +100.2% | -43.3% | +143.4% | +100.3% |
| 1Y | +88.8% | -51.5% | +140.4% | +89.0% |
| 3Y | +152.5% | +411.4% | -258.9% | +150.3% |
| 5Y | +283.2% | +74.4% | +208.8% | +280.3% |
| 10Y | +345.8% | -99.6% | +445.4% | +334.4% |
| All | +1,102.3% | -100.0% | +1,202.2% | +1,040.4% |
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