+11.6%
CAT vs PNC
+16.6%
-5.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.6% |
| 7D | +1.7% | +1.4% | +0.3% | +0.7% |
| 30D | -6.6% | -3.8% | -2.7% | -3.9% |
| 3M | -13.3% | +9.0% | -22.3% | -20.6% |
| 6M | +11.6% | +16.6% | -5.0% | -6.5% |
| All | +11.6% | +16.6% | -5.0% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling