+1,518.7%
CAT vs PFGC
+419.1%
+1,099.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +1.7% | -2.2% | +3.9% | +2.2% |
| 30D | -6.6% | -11.9% | +5.4% | -3.9% |
| 3M | -13.3% | +5.0% | -18.3% | -14.7% |
| 6M | +11.6% | +8.6% | +3.0% | +8.8% |
| YTD | +42.9% | +9.7% | +33.3% | +38.7% |
| 1Y | +95.4% | -6.3% | +101.7% | +96.3% |
| 3Y | +196.6% | +58.2% | +138.4% | +163.5% |
| 5Y | +321.7% | +110.4% | +211.2% | +245.5% |
| 10Y | +1,140.8% | +272.8% | +868.0% | +802.4% |
| All | +1,518.7% | +419.1% | +1,099.6% | +985.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling