+1,134.9%
CAT vs PPL
+54.8%
+1,080.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | +2.7% | -1.0% | +0.6% |
| 30D | -6.6% | +0.5% | -7.0% | -6.8% |
| 3M | -13.3% | +0.7% | -14.0% | -13.8% |
| 6M | +11.6% | -7.6% | +19.2% | +14.6% |
| YTD | +42.9% | +1.8% | +41.1% | +40.8% |
| 1Y | +95.4% | -0.8% | +96.2% | +94.0% |
| 3Y | +196.6% | +56.9% | +139.7% | +135.0% |
| 5Y | +321.7% | +39.5% | +282.1% | +250.9% |
| All | +1,134.9% | +54.8% | +1,080.1% | +849.4% |
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