-38.5%
CAT vs PCAR
-8.5%
-30.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -5.5% |
| 7D | -14.5% | +2.2% | -16.6% | -15.5% |
| 30D | -35.7% | -4.4% | -31.3% | -33.8% |
| 3M | -36.3% | -21.4% | -14.9% | -24.7% |
| 6M | -38.5% | -7.3% | -31.2% | -37.3% |
| All | -38.5% | -8.5% | -30.1% | -37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling