+712.5%
CAT vs PCG
-77.2%
+789.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.3% | +5.9% | +7.1% |
| 7D | -2.4% | -1.1% | -1.3% | -2.3% |
| 30D | -25.0% | +0.1% | -25.1% | -25.0% |
| 3M | -28.7% | -24.4% | -4.3% | -27.4% |
| 6M | -33.0% | -17.7% | -15.3% | -32.3% |
| YTD | +5.4% | -17.4% | +22.8% | +6.6% |
| 1Y | +7.3% | -19.4% | +26.6% | +8.6% |
| 3Y | +166.0% | -18.6% | +184.6% | +168.2% |
| 5Y | +210.1% | +10.2% | +199.9% | +205.7% |
| 10Y | +712.5% | -76.7% | +789.2% | +718.1% |
| All | +712.5% | -77.2% | +789.8% | +718.1% |
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