-1.1%
CAT vs PCAR
+3.7%
-4.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +2.4% |
| 7D | -10.3% | +0.1% | -10.4% | -10.5% |
| 30D | -31.2% | -4.6% | -26.6% | -29.3% |
| 3M | -34.7% | -22.6% | -12.1% | -21.9% |
| 6M | -39.5% | -12.0% | -27.5% | -34.7% |
| YTD | -1.7% | -6.1% | +4.4% | +2.2% |
| 1Y | -1.1% | +6.3% | -7.4% | -0.9% |
| All | -1.1% | +3.7% | -4.8% | -0.9% |
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