+674.0%
CAT vs PLUG
+9.2%
+664.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.0% | +6.6% | -1.6% |
| 7D | -6.3% | -3.2% | -3.1% | -6.1% |
| 30D | -26.8% | -18.7% | -8.0% | -25.5% |
| 3M | -30.0% | -35.3% | +5.3% | -27.4% |
| 6M | -34.6% | -56.2% | +21.7% | -30.2% |
| YTD | +2.9% | -30.7% | +33.6% | +4.4% |
| 1Y | +3.3% | -46.7% | +50.0% | +6.8% |
| 3Y | +153.7% | -61.3% | +215.0% | +146.0% |
| 5Y | +207.3% | -96.6% | +303.9% | +251.4% |
| 10Y | +674.0% | +1.1% | +672.9% | +489.4% |
| All | +674.0% | +9.2% | +664.8% | +489.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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