+29.0%
PTC vs RCAT
+347.2%
-318.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.3% | +0.3% |
| 7D | +0.8% | +15.6% | -14.7% | +0.4% |
| 30D | +1.2% | -24.1% | +25.3% | +1.7% |
| 3M | +32.6% | -61.9% | +94.5% | +35.6% |
| 6M | +36.1% | -64.3% | +100.4% | +38.7% |
| YTD | +12.7% | -50.4% | +63.0% | +12.5% |
| 1Y | +10.2% | -54.0% | +64.2% | +10.1% |
| All | +29.0% | +347.2% | -318.2% | +25.8% |
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