+213.9%
CAT vs PCG
+10.2%
+203.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.4% |
| 7D | +7.4% | +2.2% | +5.3% | +6.9% |
| 30D | -19.7% | +0.8% | -20.4% | -19.8% |
| 3M | -29.6% | -23.8% | -5.8% | -25.4% |
| 6M | -33.2% | -19.6% | -13.6% | -30.6% |
| YTD | +5.7% | -16.7% | +22.4% | +8.6% |
| 1Y | +9.3% | -19.4% | +28.7% | +13.4% |
| 3Y | +158.3% | -18.3% | +176.6% | +160.2% |
| All | +213.9% | +10.2% | +203.7% | +170.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling