+7,723.6%
CAT vs PAAS
+955.7%
+6,767.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.2% | -6.1% |
| 7D | -14.5% | -0.4% | -14.1% | -14.5% |
| 30D | -35.7% | -11.6% | -24.1% | -34.9% |
| 3M | -36.3% | -15.6% | -20.7% | -35.3% |
| 6M | -38.5% | -19.1% | -19.4% | -37.5% |
| YTD | -2.5% | -20.9% | +18.4% | -1.1% |
| 1Y | -1.9% | +21.3% | -23.2% | -4.8% |
| 3Y | +139.2% | +177.4% | -38.2% | +109.5% |
| 5Y | +192.1% | +71.3% | +120.8% | +163.8% |
| 10Y | +732.3% | +181.5% | +550.8% | +577.0% |
| All | +7,723.6% | +955.7% | +6,767.9% | +6,024.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling