+54.8%
RCAT vs PENG
+42.1%
+12.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +12.4% | +6.3% | +15.2% |
| 7D | -12.7% | -19.4% | +6.7% | -7.4% |
| 30D | -34.3% | -42.4% | +8.1% | -24.4% |
| 3M | -53.4% | -25.6% | -27.8% | -50.3% |
| 6M | -62.0% | +7.3% | -69.2% | -63.9% |
| YTD | -49.1% | +113.9% | -162.9% | -60.2% |
| 1Y | -53.1% | +93.6% | -146.7% | -62.4% |
| 3Y | +318.7% | +170.2% | +148.4% | +208.2% |
| All | +54.8% | +42.1% | +12.7% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling