+158.3%
CAT vs PWR
+247.1%
-88.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.5% |
| 7D | +7.4% | +11.3% | -3.9% | +2.2% |
| 30D | -19.7% | -8.9% | -10.8% | -16.9% |
| 3M | -29.6% | -10.5% | -19.1% | -26.6% |
| 6M | -33.2% | -22.2% | -11.0% | -25.8% |
| YTD | +5.7% | +42.7% | -37.1% | -9.3% |
| 1Y | +9.3% | +41.1% | -31.8% | -5.6% |
| 3Y | +158.3% | +242.7% | -84.4% | +51.4% |
| All | +158.3% | +247.1% | -88.8% | +51.4% |
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