+161.1%
CAT vs PCOR
-10.3%
+171.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -10.3% | +22.7% | -33.0% | -12.7% |
| 30D | -31.2% | +37.5% | -68.7% | -34.0% |
| 3M | -34.7% | +35.2% | -69.9% | -37.5% |
| 6M | -39.5% | +42.2% | -81.7% | -42.7% |
| YTD | -1.7% | +3.6% | -5.2% | -2.7% |
| 1Y | -1.1% | -4.8% | +3.6% | -0.6% |
| 3Y | +143.9% | +48.3% | +95.5% | +124.2% |
| 5Y | +194.8% | -20.1% | +214.8% | +178.9% |
| All | +161.1% | -10.3% | +171.4% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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