-91.9%
RCAT vs PENG
+689.3%
-781.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.0% | -1.9% |
| 7D | -5.9% | +13.2% | -19.2% | -9.1% |
| 30D | -19.7% | -29.9% | +10.3% | -12.1% |
| 3M | -62.9% | -22.2% | -40.6% | -60.9% |
| 6M | -59.6% | -1.9% | -57.7% | -60.8% |
| YTD | -52.1% | +142.1% | -194.2% | -64.0% |
| 1Y | -50.9% | +151.5% | -202.4% | -63.4% |
| 3Y | +333.8% | +206.9% | +126.9% | +194.4% |
| 5Y | +40.7% | +58.2% | -17.5% | +2.6% |
| All | -91.9% | +689.3% | -781.2% | -96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling