+47.9%
RCAT vs PFG
+92.7%
-44.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.8% |
| 7D | -5.9% | +2.4% | -8.3% | -7.3% |
| 30D | -19.7% | +5.9% | -25.5% | -22.8% |
| 3M | -62.9% | -0.4% | -62.4% | -62.8% |
| 6M | -59.6% | +14.8% | -74.4% | -64.0% |
| YTD | -52.1% | +31.9% | -84.0% | -61.4% |
| 1Y | -50.9% | +38.8% | -89.7% | -61.8% |
| 3Y | +333.8% | +82.4% | +251.4% | +203.5% |
| All | +47.9% | +92.7% | -44.9% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling