+700.3%
CAT vs PFG
+189.4%
+511.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.5% |
| 7D | +1.7% | -2.2% | +4.0% | +3.1% |
| 30D | -24.6% | +6.4% | -30.9% | -27.3% |
| 3M | -28.5% | +2.2% | -30.7% | -29.8% |
| 6M | -34.8% | +16.3% | -51.1% | -41.1% |
| YTD | +5.9% | +33.2% | -27.3% | -11.7% |
| 1Y | +6.8% | +40.6% | -33.8% | -13.7% |
| 3Y | +161.1% | +83.3% | +77.7% | +79.5% |
| 5Y | +213.4% | +97.7% | +115.7% | +103.2% |
| 10Y | +700.3% | +189.9% | +510.5% | +298.4% |
| All | +700.3% | +189.4% | +511.0% | +298.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling