+9.3%
CAT vs PNC
+28.6%
-19.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.2% |
| 7D | +7.4% | +3.1% | +4.4% | +5.7% |
| 30D | -19.7% | +7.6% | -27.3% | -23.1% |
| 3M | -29.6% | -8.1% | -21.5% | -26.1% |
| 6M | -33.2% | +12.6% | -45.8% | -38.9% |
| YTD | +5.7% | +15.0% | -9.3% | -6.4% |
| 1Y | +9.3% | +30.4% | -21.1% | -8.9% |
| All | +9.3% | +28.6% | -19.2% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling