+8.9%
CAT vs PTC
+0.1%
+8.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.8% | -5.2% |
| 7D | -17.1% | +0.1% | -17.2% | -17.1% |
| 30D | -30.1% | +1.5% | -31.6% | -30.0% |
| 3M | -32.4% | +37.8% | -70.1% | -28.8% |
| 6M | -32.1% | +41.2% | -73.4% | -26.2% |
| YTD | +4.1% | +12.0% | -7.9% | +14.8% |
| 1Y | +8.9% | +1.6% | +7.3% | +21.4% |
| All | +8.9% | +0.1% | +8.8% | +21.4% |
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