+1.6%
PTC vs RCAT
-59.1%
+60.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.3% | +10.9% | +0.6% |
| 7D | +0.1% | -18.5% | +18.6% | +0.1% |
| 30D | +1.5% | -37.0% | +38.5% | +1.5% |
| 3M | +37.8% | -54.9% | +92.6% | +37.9% |
| 6M | +41.2% | -63.6% | +104.9% | +41.5% |
| YTD | +12.0% | -49.6% | +61.6% | +7.9% |
| 1Y | +1.6% | -57.8% | +59.4% | -0.9% |
| All | +1.6% | -59.1% | +60.8% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling