+95.4%
CAT vs PNR
-43.1%
+138.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.7% | -2.4% | +4.1% | +2.5% |
| 30D | -6.6% | -12.8% | +6.2% | -2.3% |
| 3M | -13.3% | -17.0% | +3.7% | -7.9% |
| 6M | +11.6% | -37.4% | +49.0% | +33.4% |
| YTD | +42.9% | -41.6% | +84.6% | +73.6% |
| 1Y | +95.4% | -44.6% | +140.1% | +145.2% |
| All | +95.4% | -43.1% | +138.5% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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