+25,808.1%
CAT vs PCAR
+15,337.6%
+10,470.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.6% |
| 7D | +1.7% | -0.5% | +2.2% | +2.0% |
| 30D | -6.6% | -6.2% | -0.3% | -3.5% |
| 3M | -13.3% | +5.9% | -19.2% | -15.7% |
| 6M | +11.6% | +0.4% | +11.2% | +11.5% |
| YTD | +42.9% | +14.8% | +28.1% | +33.7% |
| 1Y | +95.4% | +30.1% | +65.3% | +71.3% |
| 3Y | +196.6% | +66.7% | +129.9% | +128.7% |
| 5Y | +321.7% | +166.1% | +155.5% | +160.1% |
| 10Y | +1,140.8% | +353.7% | +787.1% | +501.6% |
| All | +25,808.1% | +15,337.6% | +10,470.5% | +3,356.8% |
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