+326.0%
CAT vs PR
+433.6%
-107.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | +1.7% | +2.9% | -1.2% | +1.0% |
| 30D | -6.6% | +18.0% | -24.6% | -10.4% |
| 3M | -13.3% | +16.9% | -30.2% | -17.0% |
| 6M | +11.6% | +28.2% | -16.6% | +3.5% |
| YTD | +42.9% | +69.3% | -26.4% | +23.0% |
| 1Y | +95.4% | +69.5% | +25.9% | +67.2% |
| 3Y | +196.6% | +81.7% | +114.9% | +144.0% |
| All | +326.0% | +433.6% | -107.6% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling