+25.2%
RCAT vs PENG
+31.0%
-5.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -23.0% | +8.1% | -8.6% |
| 7D | -32.6% | -36.7% | +4.1% | -23.9% |
| 30D | -46.3% | -42.0% | -4.3% | -38.5% |
| 3M | -60.7% | -33.2% | -27.5% | -56.9% |
| 6M | -67.4% | +2.1% | -69.5% | -68.6% |
| YTD | -57.1% | +90.3% | -147.3% | -65.4% |
| 1Y | -63.8% | +67.7% | -131.4% | -69.9% |
| 3Y | +268.1% | +154.2% | +113.9% | +176.9% |
| 5Y | +25.2% | +28.3% | -3.1% | -9.4% |
| All | +25.2% | +31.0% | -5.8% | -9.4% |
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 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