-99.7%
RCAT vs PFG
+189.4%
-289.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.4% |
| 7D | +7.2% | -2.2% | +9.5% | +8.7% |
| 30D | -20.4% | +6.4% | -26.8% | -22.7% |
| 3M | -59.8% | +2.2% | -62.0% | -60.2% |
| 6M | -61.9% | +16.3% | -78.1% | -64.8% |
| YTD | -45.9% | +33.2% | -79.1% | -53.0% |
| 1Y | -50.5% | +40.6% | -91.1% | -58.0% |
| 3Y | +387.5% | +83.3% | +304.2% | +281.4% |
| 5Y | +70.9% | +97.7% | -26.8% | +27.7% |
| 10Y | -99.7% | +189.9% | -289.6% | -99.9% |
| All | -99.7% | +189.4% | -289.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling