+695.3%
CAT vs PLUG
-16.2%
+711.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.8% | +9.4% | +1.4% |
| 7D | +9.3% | -8.1% | +17.5% | +10.1% |
| 30D | -21.5% | -20.5% | -1.0% | -20.0% |
| 3M | -29.1% | -45.9% | +16.8% | -25.3% |
| 6M | -33.4% | -65.2% | +31.8% | -27.4% |
| YTD | +6.6% | -37.1% | +43.6% | +9.0% |
| 1Y | +6.5% | -54.6% | +61.1% | +11.7% |
| 3Y | +162.7% | -64.9% | +227.5% | +156.8% |
| 5Y | +214.2% | -97.1% | +311.3% | +264.7% |
| All | +695.3% | -16.2% | +711.5% | +515.5% |
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