+25,808.1%
CAT vs PNR
+3,652.8%
+22,155.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.7% | -2.4% | +4.1% | +2.8% |
| 30D | -6.6% | -12.8% | +6.2% | -0.9% |
| 3M | -13.3% | -17.0% | +3.7% | -6.9% |
| 6M | +11.6% | -37.4% | +49.0% | +35.8% |
| YTD | +42.9% | -41.6% | +84.6% | +78.6% |
| 1Y | +95.4% | -44.6% | +140.1% | +149.8% |
| 3Y | +196.6% | -12.1% | +208.7% | +206.0% |
| 5Y | +321.7% | -17.4% | +339.0% | +335.6% |
| 10Y | +1,140.8% | +64.0% | +1,076.8% | +830.4% |
| All | +25,808.1% | +3,652.8% | +22,155.2% | +8,461.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling