+725.3%
CAT vs PM
+235.7%
+489.6%
-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% | +6.1% | -40.8% | -36.1% |
| 6M | -39.5% | +18.0% | -57.5% | -43.3% |
| YTD | -1.7% | +26.6% | -28.2% | -10.3% |
| 1Y | -1.1% | +36.7% | -37.8% | -12.3% |
| 3Y | +143.9% | +146.0% | -2.1% | +63.7% |
| 5Y | +194.8% | +164.1% | +30.7% | +89.7% |
| All | +725.3% | +235.7% | +489.6% | +393.1% |
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