+9.3%
CAT vs PTC
+10.7%
-1.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.9% |
| 7D | +7.4% | +0.5% | +7.0% | +7.5% |
| 30D | -19.7% | +1.2% | -20.9% | -19.6% |
| 3M | -29.6% | +27.4% | -57.0% | -27.4% |
| 6M | -33.2% | +39.2% | -72.4% | -27.2% |
| YTD | +5.7% | +12.5% | -6.8% | +17.9% |
| 1Y | +9.3% | +12.3% | -2.9% | +22.1% |
| All | +9.3% | +10.7% | -1.4% | +22.1% |
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