+212.3%
CAT vs PM
+158.9%
+53.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.8% |
| 7D | +1.7% | -7.1% | +8.8% | +2.5% |
| 30D | -24.6% | -2.8% | -21.8% | -24.4% |
| 3M | -28.5% | +6.3% | -34.8% | -29.1% |
| 6M | -34.8% | +9.6% | -44.5% | -35.9% |
| YTD | +5.9% | +25.6% | -19.7% | +1.4% |
| 1Y | +6.8% | +29.7% | -22.8% | +1.7% |
| 3Y | +161.1% | +147.6% | +13.5% | +88.6% |
| All | +212.3% | +158.9% | +53.5% | +111.6% |
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