+95.4%
CAT vs PCG
-6.6%
+102.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.6% |
| 7D | +1.7% | -13.9% | +15.6% | +2.8% |
| 30D | -6.6% | -16.9% | +10.3% | -5.3% |
| 3M | -13.3% | -14.7% | +1.4% | -12.7% |
| 6M | +11.6% | -23.8% | +35.4% | +13.8% |
| YTD | +42.9% | -10.5% | +53.4% | +45.8% |
| 1Y | +95.4% | -5.1% | +100.5% | +101.7% |
| All | +95.4% | -6.6% | +102.0% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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