+9.3%
CAT vs PCG
-19.5%
+28.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.0% |
| 7D | +7.4% | +2.2% | +5.3% | +7.3% |
| 30D | -19.7% | +0.8% | -20.4% | -19.7% |
| 3M | -29.6% | -23.8% | -5.8% | -28.1% |
| 6M | -33.2% | -19.6% | -13.6% | -32.8% |
| YTD | +5.7% | -16.7% | +22.4% | +9.0% |
| 1Y | +9.3% | -19.4% | +28.7% | +13.4% |
| All | +9.3% | -19.5% | +28.9% | +13.4% |
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