-100.0%
RCAT vs PFG
+854.6%
-954.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.9% |
| 7D | -1.4% | +5.5% | -6.9% | -1.6% |
| 30D | -3.3% | +2.4% | -5.7% | -3.4% |
| 3M | -43.2% | +13.6% | -56.8% | -43.4% |
| 6M | -43.2% | +27.9% | -71.1% | -43.6% |
| YTD | +5.5% | +35.6% | -30.0% | +4.6% |
| 1Y | -1.6% | +48.5% | -50.1% | -2.7% |
| 3Y | +773.7% | +66.9% | +706.8% | +764.8% |
| 5Y | +187.6% | +111.0% | +76.7% | +185.9% |
| 10Y | -98.5% | +244.5% | -342.9% | -98.5% |
| All | -100.0% | +854.6% | -954.6% | -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