+8,145.0%
CAT vs PBR
+1,797.5%
+6,347.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.3% |
| 7D | +1.7% | +8.6% | -6.9% | -0.8% |
| 30D | -6.6% | +12.8% | -19.4% | -9.9% |
| 3M | -13.3% | +14.7% | -28.0% | -17.1% |
| 6M | +11.6% | +25.2% | -13.6% | +3.2% |
| YTD | +42.9% | +77.1% | -34.2% | +19.4% |
| 1Y | +95.4% | +69.6% | +25.9% | +64.6% |
| 3Y | +196.6% | +95.6% | +101.0% | +135.1% |
| 5Y | +321.7% | +501.8% | -180.1% | +129.1% |
| 10Y | +1,140.8% | +640.6% | +500.2% | +438.4% |
| All | +8,145.0% | +1,797.5% | +6,347.5% | +2,359.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling