+718.0%
CAT vs PPL
+62.9%
+655.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.7% |
| 7D | -14.5% | +1.0% | -15.5% | -14.9% |
| 30D | -35.7% | +6.8% | -42.6% | -37.5% |
| 3M | -36.3% | +3.9% | -40.2% | -37.5% |
| 6M | -38.5% | -2.0% | -36.5% | -38.4% |
| YTD | -2.5% | +5.3% | -7.8% | -5.5% |
| 1Y | -1.9% | +2.2% | -4.1% | -3.8% |
| 3Y | +139.2% | +56.7% | +82.5% | +89.8% |
| 5Y | +192.1% | +49.1% | +143.1% | +135.8% |
| All | +718.0% | +62.9% | +655.0% | +528.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling