+95.4%
CAT vs PTC
-33.3%
+128.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.8% | +0.4% |
| 7D | +1.7% | -10.3% | +12.0% | -0.7% |
| 30D | -6.6% | +1.1% | -7.7% | -6.1% |
| 3M | -13.3% | +1.6% | -14.9% | -10.5% |
| 6M | +11.6% | -13.5% | +25.1% | +16.6% |
| YTD | +42.9% | -19.1% | +62.0% | +51.5% |
| 1Y | +95.4% | -33.9% | +129.3% | +122.7% |
| All | +95.4% | -33.3% | +128.7% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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