+18,766.1%
CAT vs PPL
+2,153.2%
+16,612.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.3% | -5.2% |
| 7D | -17.1% | +1.8% | -18.9% | -17.8% |
| 30D | -30.1% | +8.4% | -38.5% | -32.4% |
| 3M | -32.4% | +2.4% | -34.8% | -33.2% |
| 6M | -32.1% | -4.0% | -28.2% | -31.4% |
| YTD | +4.1% | +4.5% | -0.4% | +1.5% |
| 1Y | +8.9% | +1.7% | +7.2% | +7.1% |
| 3Y | +155.5% | +55.5% | +100.0% | +109.2% |
| 5Y | +215.5% | +47.0% | +168.5% | +163.0% |
| 10Y | +788.9% | +62.4% | +726.5% | +589.3% |
| All | +18,766.1% | +2,153.2% | +16,612.9% | +6,329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling