+939.0%
PTC vs RCAT
-100.0%
+1,039.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +18.6% | -18.4% | +0.2% |
| 7D | -0.2% | -12.7% | +12.5% | -0.2% |
| 30D | +0.8% | -34.3% | +35.1% | +0.8% |
| 3M | +32.1% | -53.4% | +85.5% | +32.3% |
| 6M | +42.6% | -62.0% | +104.6% | +42.8% |
| YTD | +12.0% | -49.1% | +61.0% | +12.0% |
| 1Y | +12.2% | -53.1% | +65.3% | +12.2% |
| 3Y | +31.2% | +318.7% | -287.4% | +30.4% |
| 5Y | +54.9% | +48.5% | +6.4% | +54.1% |
| 10Y | +343.1% | -99.6% | +442.8% | +332.7% |
| All | +939.0% | -100.0% | +1,039.0% | +742.9% |
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 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