+213.9%
CAT vs PAAS
+48.6%
+165.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.7% |
| 7D | +7.4% | -8.9% | +16.4% | +9.1% |
| 30D | -19.7% | -11.4% | -8.3% | -18.1% |
| 3M | -29.6% | -20.4% | -9.2% | -27.2% |
| 6M | -33.2% | -40.7% | +7.5% | -28.1% |
| YTD | +5.7% | -26.9% | +32.6% | +9.4% |
| 1Y | +9.3% | -3.1% | +12.4% | +8.4% |
| 3Y | +158.3% | +199.3% | -40.9% | +107.2% |
| All | +213.9% | +48.6% | +165.3% | +179.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling