+6.5%
CAT vs PAAS
+0.9%
+5.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.5% |
| 7D | +9.3% | -7.0% | +16.4% | +11.0% |
| 30D | -21.5% | -15.3% | -6.2% | -18.7% |
| 3M | -29.1% | -27.7% | -1.4% | -24.5% |
| 6M | -33.4% | -40.5% | +7.1% | -27.0% |
| YTD | +6.6% | -26.5% | +33.1% | +11.7% |
| 1Y | +6.5% | -0.8% | +7.3% | +10.2% |
| All | +6.5% | +0.9% | +5.6% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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