+11,374.7%
CAT vs PAAS
+1,235.6%
+10,139.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.0% |
| 7D | +1.7% | -2.9% | +4.6% | +2.0% |
| 30D | -6.6% | +6.8% | -13.4% | -7.4% |
| 3M | -13.3% | -2.9% | -10.4% | -13.3% |
| 6M | +11.6% | -16.4% | +28.0% | +13.1% |
| YTD | +42.9% | 0.0% | +42.9% | +41.7% |
| 1Y | +95.4% | +54.3% | +41.1% | +84.8% |
| 3Y | +196.6% | +230.7% | -34.1% | +154.9% |
| 5Y | +321.7% | +111.6% | +210.0% | +272.6% |
| 10Y | +1,140.8% | +211.7% | +929.1% | +897.6% |
| All | +11,374.7% | +1,235.6% | +10,139.1% | +8,674.4% |
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