+201.7%
CAT vs PWR
+201.3%
+0.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +1.7% | +3.6% | -1.9% | 0.0% |
| 30D | -6.6% | -8.6% | +2.0% | -2.7% |
| 3M | -13.3% | -13.2% | -0.1% | -7.6% |
| 6M | +11.6% | +9.9% | +1.7% | +7.5% |
| YTD | +42.9% | +48.0% | -5.1% | +22.2% |
| 1Y | +95.4% | +66.2% | +29.3% | +60.4% |
| All | +201.7% | +201.3% | +0.3% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling