+201.6%
CAT vs PBR
+97.2%
+104.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | -2.6% | +17.5% | -20.2% | -5.5% |
| 3M | -10.7% | +20.9% | -31.6% | -14.0% |
| 6M | +16.1% | +20.2% | -4.1% | +10.6% |
| YTD | +43.2% | +84.3% | -41.0% | +21.9% |
| 1Y | +96.8% | +77.1% | +19.7% | +68.5% |
| All | +201.6% | +97.2% | +104.4% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling