+203.9%
CAT vs PNR
-11.7%
+215.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.7% | +2.3% |
| 7D | +5.6% | -3.0% | +8.6% | +7.1% |
| 30D | -2.3% | -14.9% | +12.6% | +5.5% |
| 3M | -10.0% | -19.0% | +9.0% | -1.4% |
| 6M | +21.2% | -35.9% | +57.2% | +50.9% |
| YTD | +44.4% | -43.1% | +87.6% | +91.1% |
| 1Y | +96.3% | -46.4% | +142.7% | +168.7% |
| 3Y | +203.9% | -10.8% | +214.7% | +204.2% |
| All | +203.9% | -11.7% | +215.6% | +204.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling