+700.3%
CAT vs PNC
+206.2%
+494.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.7% |
| 7D | +1.7% | -0.6% | +2.4% | +2.3% |
| 30D | -24.6% | +5.8% | -30.4% | -27.1% |
| 3M | -28.5% | -7.9% | -20.6% | -25.0% |
| 6M | -34.8% | +10.0% | -44.8% | -38.8% |
| YTD | +5.9% | +14.8% | -8.9% | -3.1% |
| 1Y | +6.8% | +29.7% | -22.8% | -9.2% |
| 3Y | +161.1% | +114.4% | +46.7% | +63.4% |
| 5Y | +213.4% | +36.0% | +177.5% | +150.1% |
| 10Y | +700.3% | +204.7% | +495.6% | +299.3% |
| All | +700.3% | +206.2% | +494.2% | +299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 10y: compounded portfolio wealth divided by compounded PNC 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…
10y analysis · Full analysis span regression · 6 months rolling