-57.8%
RCAT vs PENG
+120.5%
-178.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -9.1% | -1.2% | -7.2% |
| 7D | -18.5% | -20.5% | +1.9% | -12.1% |
| 30D | -37.0% | -20.4% | -16.6% | -32.9% |
| 3M | -54.9% | -16.4% | -38.4% | -53.2% |
| 6M | -63.6% | +49.2% | -112.9% | -72.0% |
| YTD | -49.6% | +147.2% | -196.7% | -74.8% |
| 1Y | -57.8% | +124.7% | -182.5% | -77.3% |
| All | -57.8% | +120.5% | -178.3% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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