+1,013.6%
CAT vs PFGC
+465.8%
+547.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.3% |
| 7D | -10.3% | +8.5% | -18.8% | -12.3% |
| 30D | -31.2% | +15.0% | -46.2% | -33.7% |
| 3M | -34.7% | -6.2% | -28.5% | -34.1% |
| 6M | -39.5% | +15.7% | -55.2% | -42.1% |
| YTD | -1.7% | +19.6% | -21.2% | -6.9% |
| 1Y | -1.1% | +13.2% | -14.3% | -5.3% |
| 3Y | +143.9% | +77.0% | +66.9% | +110.4% |
| 5Y | +194.8% | +121.5% | +73.3% | +137.6% |
| 10Y | +739.8% | +354.5% | +385.2% | +483.4% |
| All | +1,013.6% | +465.8% | +547.8% | +628.0% |
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