+359.1%
CAT vs PDD
+216.8%
+142.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.6% | -6.5% |
| 7D | -14.5% | +5.9% | -20.4% | -14.9% |
| 30D | -35.7% | +7.1% | -42.8% | -36.1% |
| 3M | -36.3% | -7.7% | -28.6% | -36.0% |
| 6M | -38.5% | -13.2% | -25.3% | -38.1% |
| YTD | -2.5% | -26.0% | +23.4% | -0.6% |
| 1Y | -1.9% | -38.4% | +36.5% | +1.5% |
| 3Y | +139.2% | -21.1% | +160.3% | +139.0% |
| 5Y | +192.1% | +0.3% | +191.8% | +179.1% |
| All | +359.1% | +216.8% | +142.3% | +246.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling