+5.8%
CAT vs PFGC
+12.0%
-6.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.0% | +3.2% | +7.0% |
| 7D | -2.4% | +10.8% | -13.2% | -2.3% |
| 30D | -25.0% | +17.8% | -42.8% | -25.5% |
| 3M | -28.7% | -2.7% | -26.0% | -27.4% |
| 6M | -33.0% | +20.0% | -53.0% | -35.8% |
| YTD | +5.4% | +24.3% | -18.9% | -1.0% |
| All | +5.8% | +12.0% | -6.2% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling