+1,091.1%
CAT vs PM
+841.2%
+249.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.6% | -1.7% | -4.3% |
| 7D | -14.5% | -3.4% | -11.1% | -13.2% |
| 30D | -35.7% | +5.8% | -41.6% | -37.6% |
| 3M | -36.3% | +6.7% | -42.9% | -38.6% |
| 6M | -38.5% | +19.9% | -58.4% | -44.6% |
| YTD | -2.5% | +27.8% | -30.3% | -15.3% |
| 1Y | -1.9% | +39.4% | -41.3% | -18.6% |
| 3Y | +139.2% | +146.9% | -7.7% | +39.8% |
| 5Y | +192.1% | +166.6% | +25.5% | +60.7% |
| 10Y | +732.3% | +242.1% | +490.2% | +268.0% |
| All | +1,091.1% | +841.2% | +249.8% | +136.2% |
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 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