+8.9%
CAT vs PCG
-14.1%
+23.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.1% | -5.3% |
| 7D | -17.1% | +1.9% | -19.0% | -17.2% |
| 30D | -30.1% | +8.5% | -38.6% | -30.5% |
| 3M | -32.4% | -22.9% | -9.5% | -30.9% |
| 6M | -32.1% | -16.8% | -15.4% | -32.1% |
| YTD | +4.1% | -15.8% | +19.9% | +7.3% |
| 1Y | +8.9% | -16.0% | +24.9% | +15.7% |
| All | +8.9% | -14.1% | +23.0% | +15.7% |
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