+677.7%
CAT vs PCAR
+280.9%
+396.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -6.3% | +3.8% | -10.1% | -8.9% |
| 30D | -26.8% | -2.0% | -24.8% | -26.0% |
| 3M | -30.0% | -19.1% | -11.0% | -18.8% |
| 6M | -34.6% | -6.8% | -27.8% | -31.7% |
| YTD | +2.9% | -2.5% | +5.4% | +3.9% |
| 1Y | +3.3% | +9.7% | -6.4% | -4.4% |
| 3Y | +153.7% | +34.0% | +119.7% | +95.2% |
| 5Y | +207.3% | +113.3% | +93.9% | +63.9% |
| All | +677.7% | +280.9% | +396.8% | +169.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling