+1,646.9%
CAT vs PM
+752.6%
+894.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.6% |
| 7D | +1.7% | -4.9% | +6.6% | +4.0% |
| 30D | -6.6% | -3.4% | -3.2% | -5.4% |
| 3M | -13.3% | +5.2% | -18.5% | -16.4% |
| 6M | +11.6% | +3.7% | +7.9% | +7.6% |
| YTD | +42.9% | +15.8% | +27.2% | +30.5% |
| 1Y | +95.4% | +17.4% | +78.1% | +75.6% |
| 3Y | +196.6% | +116.9% | +79.7% | +85.1% |
| 5Y | +321.7% | +117.3% | +204.3% | +158.4% |
| 10Y | +1,140.8% | +193.8% | +947.0% | +496.7% |
| All | +1,646.9% | +752.6% | +894.3% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling