-2.0%
RCAT vs PFG
+48.9%
-50.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +5.2% |
| 7D | +5.4% | +6.0% | -0.6% | -0.8% |
| 30D | -5.6% | +2.2% | -7.8% | -7.9% |
| 3M | -30.2% | +10.4% | -40.6% | -39.2% |
| 6M | -43.4% | +27.8% | -71.2% | -61.2% |
| YTD | +9.6% | +33.6% | -24.0% | -32.0% |
| 1Y | -2.0% | +49.3% | -51.3% | -50.2% |
| All | -2.0% | +48.9% | -50.9% | -50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling