+18,766.1%
CAT vs PCAR
+13,042.4%
+5,723.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.0% | -9.3% | -7.2% |
| 7D | -17.1% | +3.7% | -20.8% | -18.7% |
| 30D | -30.1% | -2.9% | -27.2% | -29.3% |
| 3M | -32.4% | -21.7% | -10.7% | -24.0% |
| 6M | -32.1% | -6.6% | -25.5% | -30.1% |
| YTD | +4.1% | -2.2% | +6.3% | +5.0% |
| 1Y | +8.9% | +12.2% | -3.3% | +2.6% |
| 3Y | +155.5% | +36.5% | +119.0% | +116.5% |
| 5Y | +215.5% | +113.5% | +102.0% | +115.9% |
| 10Y | +788.9% | +319.4% | +469.4% | +347.9% |
| All | +18,766.1% | +13,042.4% | +5,723.7% | +2,614.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling