+279.5%
CAT vs PCOR
-30.9%
+310.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +2.3% |
| 7D | +1.7% | -9.0% | +10.7% | +2.9% |
| 30D | -6.6% | +4.2% | -10.7% | -7.3% |
| 3M | -13.3% | +14.4% | -27.7% | -15.2% |
| 6M | +11.6% | +0.2% | +11.4% | +10.3% |
| YTD | +42.9% | -20.3% | +63.2% | +46.6% |
| 1Y | +95.4% | -16.1% | +111.6% | +97.7% |
| 3Y | +196.6% | -14.7% | +211.3% | +193.1% |
| 5Y | +321.7% | -43.2% | +364.8% | +314.8% |
| All | +279.5% | -30.9% | +310.4% | +270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling