+19,212.2%
CAT vs PNC
+3,886.7%
+15,325.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +9.3% | +1.9% | +7.4% | +8.6% |
| 30D | -21.5% | +6.2% | -27.7% | -23.4% |
| 3M | -29.1% | -8.7% | -20.4% | -26.5% |
| 6M | -33.4% | +9.2% | -42.6% | -35.9% |
| YTD | +6.6% | +14.3% | -7.8% | +0.7% |
| 1Y | +6.5% | +27.7% | -21.1% | -3.8% |
| 3Y | +162.7% | +113.5% | +49.2% | +92.9% |
| 5Y | +214.2% | +36.7% | +177.5% | +171.5% |
| 10Y | +705.2% | +203.4% | +501.8% | +406.2% |
| All | +19,212.2% | +3,886.7% | +15,325.4% | +4,643.7% |
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