+213.4%
CAT vs PBR
+450.9%
-237.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.4% |
| 7D | +1.7% | -9.1% | +10.9% | +3.6% |
| 30D | -24.6% | -29.9% | +5.3% | -19.6% |
| 3M | -28.5% | +2.3% | -30.8% | -29.6% |
| 6M | -34.8% | -10.9% | -23.9% | -34.2% |
| YTD | +5.9% | +56.9% | -51.0% | -6.9% |
| 1Y | +6.8% | +38.0% | -31.2% | -3.3% |
| 3Y | +161.1% | +64.8% | +96.3% | +122.5% |
| 5Y | +213.4% | +447.1% | -233.7% | +85.8% |
| All | +213.4% | +450.9% | -237.5% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling