-33.9%
PTC vs RCAT
-2.3%
-31.5%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.0% | -6.0% |
| 7D | -10.3% | -1.4% | -8.9% | -10.2% |
| 30D | +1.1% | -3.3% | +4.5% | +1.2% |
| 3M | +1.6% | -43.2% | +44.8% | +2.8% |
| 6M | -13.5% | -43.2% | +29.7% | -12.7% |
| YTD | -19.1% | +5.5% | -24.6% | -21.8% |
| 1Y | -33.9% | -1.6% | -32.2% | -35.6% |
| All | -33.9% | -2.3% | -31.5% | -35.6% |
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