+18,551.4%
CAT vs PNC
+3,891.4%
+14,660.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -6.3% | +0.8% | -7.1% | -6.6% |
| 30D | -26.8% | +6.5% | -33.3% | -28.7% |
| 3M | -30.0% | -7.3% | -22.8% | -27.9% |
| 6M | -34.6% | +8.5% | -43.1% | -36.9% |
| YTD | +2.9% | +14.5% | -11.6% | -2.8% |
| 1Y | +3.3% | +29.1% | -25.8% | -7.1% |
| 3Y | +153.7% | +113.7% | +39.9% | +86.2% |
| 5Y | +207.3% | +35.7% | +171.6% | +166.2% |
| 10Y | +674.0% | +203.7% | +470.4% | +386.4% |
| All | +18,551.4% | +3,891.4% | +14,660.0% | +4,479.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling