-33.2%
CAT vs PBR
-6.4%
-26.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -0.8% |
| 7D | +7.4% | -1.0% | +8.5% | +7.4% |
| 30D | -19.7% | -29.3% | +9.6% | -21.6% |
| 3M | -29.6% | +5.5% | -35.1% | -27.4% |
| 6M | -33.2% | -2.9% | -30.3% | -35.3% |
| All | -33.2% | -6.4% | -26.8% | -35.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling