+96.8%
CAT vs PNR
-47.2%
+144.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.2% |
| 7D | +2.9% | -3.9% | +6.8% | +4.3% |
| 30D | -2.6% | -13.8% | +11.2% | +2.1% |
| 3M | -10.7% | -22.5% | +11.9% | -2.7% |
| 6M | +16.1% | -37.2% | +53.3% | +37.9% |
| YTD | +43.2% | -44.2% | +87.5% | +76.4% |
| 1Y | +96.8% | -46.6% | +143.5% | +148.5% |
| All | +96.8% | -47.2% | +144.1% | +148.5% |
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