+166.0%
CAT vs PTC
+30.6%
+135.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.4% | +6.8% | +7.2% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | -25.0% | +0.7% | -25.7% | -25.1% |
| 3M | -28.7% | +32.6% | -61.3% | -31.2% |
| 6M | -33.0% | +33.6% | -66.5% | -34.8% |
| YTD | +5.4% | +12.4% | -7.0% | +9.1% |
| 1Y | +7.3% | +11.2% | -4.0% | +11.4% |
| 3Y | +166.0% | +31.7% | +134.4% | +127.3% |
| All | +166.0% | +30.6% | +135.5% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling