+143.9%
CAT vs PCG
-21.6%
+165.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | -10.3% | -1.6% | -8.7% | -10.1% |
| 30D | -31.2% | +1.4% | -32.6% | -31.3% |
| 3M | -34.7% | -23.4% | -11.3% | -32.2% |
| 6M | -39.5% | -19.4% | -20.1% | -38.2% |
| YTD | -1.7% | -18.5% | +16.8% | +0.6% |
| 1Y | -1.1% | -19.5% | +18.4% | +1.4% |
| 3Y | +143.9% | -21.0% | +164.8% | +143.7% |
| All | +143.9% | -21.6% | +165.4% | +143.7% |
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 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