+54.8%
RCAT vs PFG
+91.4%
-36.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -1.7% | +20.3% | +19.8% |
| 7D | -12.7% | -0.6% | -12.1% | -12.6% |
| 30D | -34.3% | +2.0% | -36.3% | -35.3% |
| 3M | -53.4% | -3.2% | -50.2% | -52.6% |
| 6M | -62.0% | +10.9% | -72.9% | -65.3% |
| YTD | -49.1% | +28.8% | -77.9% | -58.3% |
| 1Y | -53.1% | +39.2% | -92.3% | -63.5% |
| 3Y | +318.7% | +75.0% | +243.6% | +200.7% |
| All | +54.8% | +91.4% | -36.6% | +0.1% |
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