+6.8%
CAT vs PDD
-42.5%
+49.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.9% |
| 7D | +1.7% | -3.8% | +5.6% | +1.6% |
| 30D | -24.6% | -2.4% | -22.2% | -24.6% |
| 3M | -28.5% | -12.7% | -15.8% | -27.8% |
| 6M | -34.8% | -20.0% | -14.8% | -30.2% |
| YTD | +5.9% | -30.3% | +36.2% | +17.7% |
| 1Y | +6.8% | -42.4% | +49.2% | +22.0% |
| All | +6.8% | -42.5% | +49.4% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling