+17,564.5%
CAT vs PH
+23,338.9%
-5,774.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -5.2% |
| 7D | -14.5% | -3.9% | -10.6% | -12.3% |
| 30D | -35.7% | -9.4% | -26.3% | -31.8% |
| 3M | -36.3% | -10.3% | -26.0% | -32.2% |
| 6M | -38.5% | +2.7% | -41.2% | -39.5% |
| YTD | -2.5% | +2.1% | -4.7% | -3.7% |
| 1Y | -1.9% | +16.2% | -18.1% | -10.6% |
| 3Y | +139.2% | +129.3% | +9.9% | +43.1% |
| 5Y | +192.1% | +191.7% | +0.4% | +49.6% |
| 10Y | +732.3% | +759.2% | -27.0% | +115.8% |
| All | +17,564.5% | +23,338.9% | -5,774.4% | +866.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling