+141.7%
CAT vs PDD
-22.3%
+164.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.6% | -6.6% |
| 7D | -14.5% | +5.9% | -20.4% | -15.0% |
| 30D | -35.7% | +7.1% | -42.8% | -36.2% |
| 3M | -36.3% | -7.7% | -28.6% | -35.8% |
| 6M | -38.5% | -13.2% | -25.3% | -37.5% |
| YTD | -2.5% | -26.0% | +23.4% | +1.1% |
| 1Y | -1.9% | -38.4% | +36.5% | +4.0% |
| All | +141.7% | -22.3% | +164.0% | +146.9% |
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