+166.0%
CAT vs PDD
-27.2%
+193.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.0% | +10.3% | +7.5% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | -25.0% | -1.0% | -24.0% | -25.0% |
| 3M | -28.7% | -12.3% | -16.4% | -27.8% |
| 6M | -33.0% | -18.5% | -14.5% | -31.4% |
| YTD | +5.4% | -29.0% | +34.4% | +9.8% |
| 1Y | +7.3% | -40.7% | +48.0% | +14.1% |
| 3Y | +166.0% | -25.7% | +191.7% | +173.5% |
| All | +166.0% | -27.2% | +193.2% | +173.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling