+725.3%
CAT vs PH
+759.6%
-34.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | -1.0% |
| 7D | -10.3% | +2.0% | -12.3% | -11.5% |
| 30D | -31.2% | -3.7% | -27.5% | -29.6% |
| 3M | -34.7% | -14.0% | -20.6% | -27.7% |
| 6M | -39.5% | +2.1% | -41.6% | -40.4% |
| YTD | -1.7% | +5.1% | -6.7% | -5.0% |
| 1Y | -1.1% | +10.9% | -12.1% | -7.9% |
| 3Y | +143.9% | +132.9% | +10.9% | +35.4% |
| 5Y | +194.8% | +200.1% | -5.3% | +35.6% |
| All | +725.3% | +759.6% | -34.2% | +70.2% |
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