+214.2%
CAT vs PH
+209.1%
+5.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.7% |
| 7D | +9.3% | +7.4% | +2.0% | +4.1% |
| 30D | -21.5% | +0.5% | -22.0% | -21.9% |
| 3M | -29.1% | -10.2% | -18.8% | -23.6% |
| 6M | -33.4% | +8.9% | -42.3% | -37.2% |
| YTD | +6.6% | +9.7% | -3.1% | -0.2% |
| 1Y | +6.5% | +12.8% | -6.3% | -2.0% |
| 3Y | +162.7% | +134.6% | +28.1% | +42.8% |
| 5Y | +214.2% | +204.5% | +9.7% | +36.5% |
| All | +214.2% | +209.1% | +5.1% | +36.5% |
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 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