+213.9%
CAT vs PH
+203.8%
+10.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +7.4% | +4.3% | +3.1% | +4.4% |
| 30D | -19.7% | +0.1% | -19.8% | -19.9% |
| 3M | -29.6% | -9.4% | -20.2% | -24.7% |
| 6M | -33.2% | +8.8% | -42.0% | -37.0% |
| YTD | +5.7% | +9.6% | -4.0% | -1.0% |
| 1Y | +9.3% | +14.4% | -5.1% | -0.4% |
| 3Y | +158.3% | +134.5% | +23.8% | +40.4% |
| All | +213.9% | +203.8% | +10.2% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling