+688.6%
CAT vs PR
+86.0%
+602.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.0% |
| 7D | +7.4% | +6.0% | +1.5% | +6.7% |
| 30D | -19.7% | -4.2% | -15.5% | -19.3% |
| 3M | -29.6% | +10.0% | -39.6% | -30.6% |
| 6M | -33.2% | +15.6% | -48.8% | -34.7% |
| YTD | +5.7% | +68.2% | -62.5% | -1.8% |
| 1Y | +9.3% | +79.2% | -69.9% | +0.8% |
| 3Y | +158.3% | +94.9% | +63.4% | +134.0% |
| 5Y | +211.6% | +272.8% | -61.2% | +156.9% |
| All | +688.6% | +86.0% | +602.6% | +653.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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