+712.5%
CAT vs PM
+228.8%
+483.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.4% | +9.6% | +7.9% |
| 7D | -2.4% | -7.3% | +4.9% | -0.3% |
| 30D | -25.0% | -4.0% | -21.0% | -24.3% |
| 3M | -28.7% | +2.7% | -31.5% | -29.7% |
| 6M | -33.0% | +14.9% | -47.8% | -36.8% |
| YTD | +5.4% | +23.5% | -18.1% | -3.4% |
| 1Y | +7.3% | +30.4% | -23.1% | -3.7% |
| 3Y | +166.0% | +143.2% | +22.8% | +77.4% |
| 5Y | +210.1% | +159.5% | +50.6% | +98.7% |
| 10Y | +712.5% | +234.7% | +477.9% | +381.2% |
| All | +712.5% | +228.8% | +483.8% | +381.2% |
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