+326.0%
CAT vs PM
+119.0%
+207.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.0% |
| 7D | +1.7% | -4.9% | +6.6% | +2.4% |
| 30D | -6.6% | -3.4% | -3.2% | -6.2% |
| 3M | -13.3% | +5.2% | -18.5% | -14.5% |
| 6M | +11.6% | +3.7% | +7.9% | +10.1% |
| YTD | +42.9% | +15.8% | +27.2% | +38.2% |
| 1Y | +95.4% | +17.4% | +78.1% | +88.1% |
| 3Y | +196.6% | +116.9% | +79.7% | +121.3% |
| All | +326.0% | +119.0% | +207.0% | +213.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling