-1.1%
CAT vs PPL
+1.2%
-2.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.8% |
| 7D | -10.3% | +0.4% | -10.7% | -10.2% |
| 30D | -31.2% | +5.4% | -36.6% | -30.9% |
| 3M | -34.7% | +4.3% | -38.9% | -34.3% |
| 6M | -39.5% | -1.3% | -38.1% | -39.4% |
| YTD | -1.7% | +4.7% | -6.3% | -1.2% |
| 1Y | -1.1% | +1.3% | -2.4% | +1.5% |
| All | -1.1% | +1.2% | -2.3% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling