+183.3%
CAT vs PDD
-1.2%
+184.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -10.3% | +5.6% | -15.9% | -10.7% |
| 30D | -31.2% | +5.8% | -37.0% | -31.5% |
| 3M | -34.7% | -8.6% | -26.0% | -34.3% |
| 6M | -39.5% | -18.8% | -20.6% | -38.7% |
| YTD | -1.7% | -26.8% | +25.1% | +0.3% |
| 1Y | -1.1% | -39.3% | +38.2% | +2.2% |
| 3Y | +143.9% | -22.5% | +166.4% | +144.7% |
| All | +183.3% | -1.2% | +184.5% | +185.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling