+700.3%
CAT vs PH
+725.6%
-25.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.4% |
| 7D | +1.7% | +6.9% | -5.1% | -2.6% |
| 30D | -24.6% | +1.7% | -26.2% | -25.5% |
| 3M | -28.5% | -8.1% | -20.3% | -24.3% |
| 6M | -34.8% | +11.5% | -46.3% | -39.4% |
| YTD | +5.9% | +11.4% | -5.5% | -1.5% |
| 1Y | +6.8% | +14.1% | -7.3% | -2.2% |
| 3Y | +161.1% | +138.2% | +22.8% | +43.2% |
| 5Y | +213.4% | +216.0% | -2.6% | +39.7% |
| 10Y | +700.3% | +710.0% | -9.6% | +83.5% |
| All | +700.3% | +725.6% | -25.3% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling