+725.3%
CAT vs PM
+232.9%
+492.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.4% |
| 7D | -10.3% | -5.2% | -5.1% | -8.9% |
| 30D | -31.2% | +2.7% | -33.9% | -31.9% |
| 3M | -34.7% | +5.2% | -39.9% | -36.0% |
| 6M | -39.5% | +17.0% | -56.5% | -43.1% |
| YTD | -1.7% | +25.5% | -27.2% | -10.1% |
| 1Y | -1.1% | +35.5% | -36.6% | -12.1% |
| 3Y | +143.9% | +143.9% | -0.1% | +64.1% |
| 5Y | +194.8% | +161.8% | +32.9% | +90.1% |
| All | +725.3% | +232.9% | +492.5% | +394.3% |
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