-38.5%
CAT vs PCOR
+41.7%
-80.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -14.5% | +23.7% | -38.2% | -9.3% |
| 30D | -35.7% | +39.0% | -74.7% | -29.7% |
| 3M | -36.3% | +35.8% | -72.0% | -30.2% |
| 6M | -38.5% | +38.2% | -76.8% | -27.5% |
| All | -38.5% | +41.7% | -80.2% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling