+143.9%
CAT vs PM
+142.0%
+1.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.8% |
| 7D | -10.3% | -5.2% | -5.1% | -10.6% |
| 30D | -31.2% | +2.7% | -33.9% | -31.0% |
| 3M | -34.7% | +5.2% | -39.9% | -34.3% |
| 6M | -39.5% | +17.0% | -56.5% | -39.2% |
| YTD | -1.7% | +25.5% | -27.2% | -0.7% |
| 1Y | -1.1% | +35.5% | -36.6% | +0.4% |
| 3Y | +143.9% | +143.9% | -0.1% | +116.2% |
| All | +143.9% | +142.0% | +1.8% | +116.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling