+158.3%
CAT vs PFGC
+82.6%
+75.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +7.4% | +3.4% | +4.0% | +6.5% |
| 30D | -19.7% | +16.9% | -36.6% | -23.6% |
| 3M | -29.6% | +6.4% | -36.0% | -30.9% |
| 6M | -33.2% | +16.0% | -49.2% | -37.5% |
| YTD | +5.7% | +23.6% | -18.0% | -4.7% |
| 1Y | +9.3% | +16.6% | -7.3% | +1.1% |
| 3Y | +158.3% | +82.3% | +76.1% | +98.7% |
| All | +158.3% | +82.6% | +75.7% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling