+143.9%
CAT vs PFG
+72.1%
+71.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.8% |
| 7D | -10.3% | -0.6% | -9.7% | -10.1% |
| 30D | -31.2% | +2.0% | -33.2% | -32.1% |
| 3M | -34.7% | -3.2% | -31.5% | -33.9% |
| 6M | -39.5% | +10.9% | -50.4% | -44.1% |
| YTD | -1.7% | +28.8% | -30.5% | -17.8% |
| 1Y | -1.1% | +39.2% | -40.3% | -21.4% |
| 3Y | +143.9% | +75.0% | +68.8% | +61.4% |
| All | +143.9% | +72.1% | +71.8% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling