+25,808.1%
CAT vs PTC
+6,346.6%
+19,461.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.8% | +2.8% |
| 7D | +1.7% | -10.3% | +12.0% | +3.6% |
| 30D | -6.6% | +1.1% | -7.7% | -7.0% |
| 3M | -13.3% | +1.6% | -14.9% | -14.3% |
| 6M | +11.6% | -13.5% | +25.1% | +13.0% |
| YTD | +42.9% | -19.1% | +62.0% | +46.1% |
| 1Y | +95.4% | -33.9% | +129.3% | +106.7% |
| 3Y | +196.6% | -3.9% | +200.5% | +192.9% |
| 5Y | +321.7% | +6.0% | +315.6% | +305.0% |
| 10Y | +1,140.8% | +223.7% | +917.1% | +870.6% |
| All | +25,808.1% | +6,346.6% | +19,461.5% | +9,514.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling