+25,808.1%
CAT vs PNC
+4,099.5%
+21,708.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +1.7% | +1.4% | +0.3% | +1.1% |
| 30D | -6.6% | -3.8% | -2.7% | -5.1% |
| 3M | -13.3% | +9.0% | -22.3% | -16.4% |
| 6M | +11.6% | +16.6% | -5.0% | +4.9% |
| YTD | +42.9% | +20.4% | +22.5% | +32.4% |
| 1Y | +95.4% | +22.3% | +73.1% | +79.5% |
| 3Y | +196.6% | +124.5% | +72.0% | +113.1% |
| 5Y | +321.7% | +54.1% | +267.6% | +247.6% |
| 10Y | +1,140.8% | +276.3% | +864.5% | +621.5% |
| All | +25,808.1% | +4,099.5% | +21,708.6% | +6,136.8% |
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