+210.1%
CAT vs PDD
-3.2%
+213.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.0% | +10.3% | +7.4% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | -25.0% | -1.0% | -24.0% | -25.0% |
| 3M | -28.7% | -12.3% | -16.4% | -28.2% |
| 6M | -33.0% | -18.5% | -14.5% | -32.2% |
| YTD | +5.4% | -29.0% | +34.4% | +7.7% |
| 1Y | +7.3% | -40.7% | +48.0% | +11.0% |
| 3Y | +166.0% | -25.7% | +191.7% | +167.6% |
| 5Y | +210.1% | -3.3% | +213.4% | +213.7% |
| All | +210.1% | -3.2% | +213.3% | +213.7% |
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