+8.9%
CAT vs PNR
-31.2%
+40.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.3% | -8.5% | -6.0% |
| 7D | -17.1% | +11.9% | -29.0% | -19.5% |
| 30D | -30.1% | +37.1% | -67.3% | -36.0% |
| 3M | -32.4% | +5.7% | -38.1% | -32.8% |
| 6M | -32.1% | -5.7% | -26.4% | -29.5% |
| YTD | +4.1% | -29.8% | +33.9% | +19.5% |
| 1Y | +8.9% | -31.8% | +40.7% | +26.4% |
| All | +8.9% | -31.2% | +40.1% | +26.4% |
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