+25,808.1%
CAT vs PH
+25,185.5%
+622.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +1.7% | -3.1% | +4.8% | +3.6% |
| 30D | -6.6% | -3.2% | -3.3% | -5.0% |
| 3M | -13.3% | +10.6% | -23.9% | -18.4% |
| 6M | +11.6% | -2.1% | +13.8% | +12.9% |
| YTD | +42.9% | +10.2% | +32.8% | +34.9% |
| 1Y | +95.4% | +28.2% | +67.2% | +67.9% |
| 3Y | +196.6% | +134.9% | +61.7% | +74.3% |
| 5Y | +321.7% | +253.6% | +68.0% | +91.8% |
| 10Y | +1,140.8% | +804.7% | +336.1% | +211.8% |
| All | +25,808.1% | +25,185.5% | +622.5% | +1,253.9% |
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 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