+573.4%
CAT vs PDD
+210.2%
+363.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | +1.7% | -4.1% | +5.8% | +2.0% |
| 30D | -6.6% | -9.6% | +3.0% | -5.9% |
| 3M | -13.3% | -4.3% | -9.0% | -13.2% |
| 6M | +11.6% | -18.8% | +30.4% | +13.2% |
| YTD | +42.9% | -27.5% | +70.4% | +46.2% |
| 1Y | +95.4% | -33.6% | +129.1% | +101.2% |
| 3Y | +196.6% | -20.4% | +217.0% | +196.4% |
| 5Y | +321.7% | -19.6% | +341.2% | +310.3% |
| All | +573.4% | +210.2% | +363.1% | +409.1% |
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