-90.4%
RCAT vs PENG
+661.7%
-752.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +9.3% | +2.1% | +8.9% |
| 7D | +1.1% | -3.8% | +4.9% | +2.4% |
| 30D | -22.0% | -40.1% | +18.1% | -11.0% |
| 3M | -51.1% | -21.8% | -29.4% | -48.6% |
| 6M | -56.6% | +3.3% | -59.9% | -58.6% |
| YTD | -43.3% | +133.6% | -176.9% | -56.9% |
| 1Y | -51.5% | +110.7% | -162.2% | -62.1% |
| 3Y | +411.4% | +204.3% | +207.1% | +248.6% |
| 5Y | +74.4% | +54.4% | +20.1% | +28.0% |
| All | -90.4% | +661.7% | -752.1% | -95.4% |
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