+95.4%
CAT vs PCAR
+32.4%
+63.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.6% |
| 7D | +1.7% | -0.5% | +2.2% | +2.1% |
| 30D | -6.6% | -6.2% | -0.3% | -2.5% |
| 3M | -13.3% | +5.9% | -19.2% | -16.7% |
| 6M | +11.6% | +0.4% | +11.2% | +9.6% |
| YTD | +42.9% | +14.8% | +28.1% | +33.4% |
| 1Y | +95.4% | +30.1% | +65.3% | +76.3% |
| All | +95.4% | +32.4% | +63.1% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling