+6,333.5%
CAT vs PFG
+1,015.3%
+5,318.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.3% |
| 7D | +1.7% | +5.5% | -3.8% | -0.6% |
| 30D | -6.6% | +2.4% | -8.9% | -7.6% |
| 3M | -13.3% | +13.6% | -26.9% | -18.1% |
| 6M | +11.6% | +27.9% | -16.3% | +0.6% |
| YTD | +42.9% | +35.6% | +7.4% | +25.7% |
| 1Y | +95.4% | +48.5% | +47.0% | +65.4% |
| 3Y | +196.6% | +66.9% | +129.7% | +139.6% |
| 5Y | +321.7% | +111.0% | +210.7% | +209.8% |
| 10Y | +1,140.8% | +244.5% | +896.3% | +635.9% |
| All | +6,333.5% | +1,015.3% | +5,318.2% | +1,892.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling