+5.9%
CAT vs PNR
-35.1%
+41.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +1.7% | -3.7% | +5.5% | +2.7% |
| 30D | -24.6% | +33.1% | -57.7% | -30.5% |
| 3M | -28.5% | +3.7% | -32.2% | -28.7% |
| 6M | -34.8% | -7.7% | -27.1% | -32.2% |
| YTD | +5.9% | -32.4% | +38.3% | +22.5% |
| All | +5.9% | -35.1% | +41.0% | +25.1% |
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