+213.4%
CAT vs PTC
+62.1%
+151.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +1.7% | +0.5% | +1.3% | +1.7% |
| 30D | -24.6% | +0.9% | -25.5% | -24.7% |
| 3M | -28.5% | +30.4% | -58.9% | -32.4% |
| 6M | -34.8% | +34.4% | -69.2% | -38.9% |
| YTD | +5.9% | +12.6% | -6.7% | +4.5% |
| 1Y | +6.8% | +10.2% | -3.4% | +6.2% |
| 3Y | +161.1% | +29.4% | +131.7% | +140.7% |
| 5Y | +213.4% | +63.7% | +149.7% | +167.3% |
| All | +213.4% | +62.1% | +151.3% | +167.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling