+1,157.1%
CAT vs PNC
+268.7%
+888.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | +2.9% | -0.7% | +3.7% | +3.4% |
| 30D | -2.6% | -4.4% | +1.8% | 0.0% |
| 3M | -10.7% | +4.5% | -15.2% | -13.2% |
| 6M | +16.1% | +19.1% | -2.9% | +4.4% |
| YTD | +43.2% | +18.0% | +25.2% | +29.1% |
| 1Y | +96.8% | +24.1% | +72.8% | +71.6% |
| 3Y | +201.4% | +130.0% | +71.3% | +80.2% |
| 5Y | +332.7% | +50.4% | +282.3% | +224.5% |
| 10Y | +1,157.1% | +271.3% | +885.8% | +420.0% |
| All | +1,157.1% | +268.7% | +888.4% | +420.0% |
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