+141.7%
CAT vs PCG
-20.0%
+161.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.1% | -6.2% |
| 7D | -14.5% | 0.0% | -14.5% | -14.5% |
| 30D | -35.7% | +5.8% | -41.6% | -36.3% |
| 3M | -36.3% | -22.8% | -13.5% | -34.0% |
| 6M | -38.5% | -18.4% | -20.1% | -37.3% |
| YTD | -2.5% | -16.9% | +14.3% | -0.6% |
| 1Y | -1.9% | -17.6% | +15.7% | +0.3% |
| All | +141.7% | -20.0% | +161.7% | +140.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling