+252.8%
RCAT vs PENG
+153.0%
+99.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -23.0% | +8.1% | -7.4% |
| 7D | -32.6% | -36.7% | +4.1% | -22.1% |
| 30D | -46.3% | -42.0% | -4.3% | -36.9% |
| 3M | -60.7% | -33.2% | -27.5% | -56.3% |
| 6M | -67.4% | +2.1% | -69.5% | -69.4% |
| YTD | -57.1% | +90.3% | -147.3% | -68.4% |
| 1Y | -63.8% | +67.7% | -131.4% | -72.2% |
| All | +252.8% | +153.0% | +99.8% | +182.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling