+8.9%
CAT vs PH
+20.3%
-11.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.7% | -1.5% | -2.5% |
| 7D | -17.1% | -0.2% | -16.9% | -17.1% |
| 30D | -30.1% | -6.7% | -23.4% | -26.4% |
| 3M | -32.4% | -8.1% | -24.3% | -28.4% |
| 6M | -32.1% | +5.3% | -37.5% | -34.8% |
| YTD | +4.1% | +4.2% | -0.1% | +1.6% |
| 1Y | +8.9% | +19.3% | -10.4% | +4.5% |
| All | +8.9% | +20.3% | -11.4% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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