+712.5%
CAT vs PWR
+1,915.1%
-1,202.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +9.4% | -2.1% | +2.3% |
| 7D | -2.4% | -4.8% | +2.4% | -0.5% |
| 30D | -25.0% | -16.2% | -8.8% | -18.6% |
| 3M | -28.7% | -11.9% | -16.8% | -24.9% |
| 6M | -33.0% | -20.6% | -12.4% | -25.7% |
| YTD | +5.4% | +40.3% | -34.8% | -13.4% |
| 1Y | +7.3% | +33.0% | -25.8% | -9.5% |
| 3Y | +166.0% | +250.0% | -84.0% | +26.5% |
| 5Y | +210.1% | +404.2% | -194.1% | +13.9% |
| 10Y | +712.5% | +1,865.8% | -1,153.3% | +18.7% |
| All | +712.5% | +1,915.1% | -1,202.6% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling