+688.6%
CAT vs PM
+264.7%
+424.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.2% |
| 7D | +7.4% | +0.5% | +6.9% | +7.2% |
| 30D | -19.7% | -3.2% | -16.5% | -19.1% |
| 3M | -29.6% | +6.2% | -35.8% | -31.3% |
| 6M | -33.2% | +7.7% | -40.9% | -35.5% |
| YTD | +5.7% | +27.3% | -21.6% | -4.1% |
| 1Y | +9.3% | +32.8% | -23.4% | -2.4% |
| 3Y | +158.3% | +150.0% | +8.3% | +70.2% |
| 5Y | +211.6% | +164.2% | +47.3% | +97.9% |
| All | +688.6% | +264.7% | +424.0% | +362.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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