+398.9%
CAT vs PDD
+198.2%
+200.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +1.7% | -3.8% | +5.6% | +2.0% |
| 30D | -24.6% | -2.4% | -22.2% | -24.5% |
| 3M | -28.5% | -12.7% | -15.8% | -27.9% |
| 6M | -34.8% | -20.0% | -14.8% | -33.9% |
| YTD | +5.9% | -30.3% | +36.2% | +8.5% |
| 1Y | +6.8% | -42.4% | +49.2% | +11.0% |
| 3Y | +161.1% | -27.5% | +188.6% | +162.5% |
| 5Y | +213.4% | -14.9% | +228.4% | +203.6% |
| All | +398.9% | +198.2% | +200.7% | +277.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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