+141.7%
CAT vs PR
+61.1%
+80.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.9% | -1.5% | -5.1% |
| 7D | -14.5% | -16.5% | +2.1% | -10.6% |
| 30D | -35.7% | -4.5% | -31.2% | -35.1% |
| 3M | -36.3% | +8.5% | -44.8% | -38.1% |
| 6M | -38.5% | -3.3% | -35.2% | -38.5% |
| YTD | -2.5% | +55.7% | -58.2% | -17.9% |
| 1Y | -1.9% | +82.0% | -83.9% | -22.2% |
| All | +141.7% | +61.1% | +80.5% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling