-54.0%
RCAT vs PENG
+103.2%
-157.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.1% | -5.5% |
| 7D | -5.6% | -16.1% | +10.5% | +0.6% |
| 30D | -27.0% | -41.5% | +14.4% | -13.1% |
| 3M | -57.9% | -19.1% | -38.8% | -55.7% |
| 6M | -59.4% | +0.9% | -60.3% | -62.2% |
| YTD | -46.9% | +128.2% | -175.1% | -72.8% |
| 1Y | -54.0% | +98.6% | -152.6% | -73.4% |
| All | -54.0% | +103.2% | -157.2% | -73.4% |
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 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