-100.0%
RCAT vs PFG
+844.1%
-944.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.0% | +7.3% | +11.3% |
| 7D | +1.1% | +2.3% | -1.2% | +1.1% |
| 30D | -22.0% | +7.6% | -29.6% | -22.2% |
| 3M | -51.1% | +2.5% | -53.7% | -51.2% |
| 6M | -56.6% | +16.6% | -73.2% | -56.8% |
| YTD | -43.3% | +34.1% | -77.3% | -43.7% |
| 1Y | -51.5% | +44.1% | -95.6% | -52.0% |
| 3Y | +411.4% | +86.3% | +325.1% | +406.9% |
| 5Y | +74.4% | +101.6% | -27.1% | +73.4% |
| 10Y | -99.6% | +197.9% | -297.5% | -99.6% |
| All | -100.0% | +844.1% | -944.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling