+180.9%
RCAT vs PENG
+115.2%
+65.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.4% | -3.6% |
| 7D | -1.4% | +4.5% | -6.0% | -2.6% |
| 30D | -3.3% | -7.1% | +3.8% | -1.7% |
| 3M | -43.2% | -27.3% | -16.0% | -39.8% |
| 6M | -43.2% | +169.6% | -212.8% | -57.0% |
| YTD | +5.5% | +164.6% | -159.1% | -19.9% |
| 1Y | -1.6% | +109.5% | -111.1% | -21.5% |
| 3Y | +773.7% | +98.9% | +674.8% | +563.8% |
| All | +180.9% | +115.2% | +65.7% | +121.3% |
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