+143.9%
CAT vs PCOR
+43.8%
+100.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -10.3% | +22.7% | -33.0% | -12.3% |
| 30D | -31.2% | +37.5% | -68.7% | -33.7% |
| 3M | -34.7% | +35.2% | -69.9% | -37.2% |
| 6M | -39.5% | +42.2% | -81.7% | -42.2% |
| YTD | -1.7% | +3.6% | -5.2% | +0.9% |
| 1Y | -1.1% | -4.8% | +3.6% | +4.2% |
| 3Y | +143.9% | +48.3% | +95.5% | +117.6% |
| All | +143.9% | +43.8% | +100.1% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling