-1.1%
CAT vs PR
+80.1%
-81.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.9% |
| 7D | -10.3% | -16.4% | +6.1% | -11.2% |
| 30D | -31.2% | -1.9% | -29.3% | -30.9% |
| 3M | -34.7% | +8.0% | -42.6% | -33.8% |
| 6M | -39.5% | +4.1% | -43.6% | -38.6% |
| YTD | -1.7% | +58.7% | -60.4% | -3.3% |
| 1Y | -1.1% | +75.8% | -77.0% | -0.7% |
| All | -1.1% | +80.1% | -81.2% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling