+695.3%
CAT vs PCG
-76.5%
+771.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +9.3% | -2.0% | +11.3% | +9.5% |
| 30D | -21.5% | -2.7% | -18.8% | -21.3% |
| 3M | -29.1% | -25.1% | -4.0% | -27.7% |
| 6M | -33.4% | -22.3% | -11.1% | -32.3% |
| YTD | +6.6% | -18.5% | +25.0% | +7.8% |
| 1Y | +6.5% | -21.8% | +28.4% | +8.1% |
| 3Y | +162.7% | -21.0% | +183.7% | +165.4% |
| 5Y | +214.2% | +8.1% | +206.1% | +210.2% |
| All | +695.3% | -76.5% | +771.8% | +700.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling