+1,110.7%
CAT vs PWR
+2,334.2%
-1,223.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +1.7% | +3.6% | -1.9% | -0.2% |
| 30D | -6.6% | -8.6% | +2.0% | -2.1% |
| 3M | -13.3% | -13.2% | -0.1% | -7.0% |
| 6M | +11.6% | +9.9% | +1.7% | +5.6% |
| YTD | +42.9% | +48.0% | -5.1% | +15.5% |
| 1Y | +95.4% | +66.2% | +29.3% | +48.4% |
| 3Y | +196.6% | +195.1% | +1.5% | +55.7% |
| 5Y | +321.7% | +442.6% | -120.9% | +49.1% |
| All | +1,110.7% | +2,334.2% | -1,223.5% | +43.9% |
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