+207.3%
CAT vs PWR
+400.1%
-192.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.7% |
| 7D | -6.3% | -11.2% | +4.9% | -1.6% |
| 30D | -26.8% | -17.4% | -9.4% | -20.9% |
| 3M | -30.0% | -11.7% | -18.3% | -26.7% |
| 6M | -34.6% | -21.7% | -12.9% | -27.9% |
| YTD | +2.9% | +38.3% | -35.4% | -10.7% |
| 1Y | +3.3% | +29.6% | -26.3% | -8.0% |
| 3Y | +153.7% | +236.1% | -82.5% | +48.0% |
| 5Y | +207.3% | +406.3% | -199.1% | +51.2% |
| All | +207.3% | +400.1% | -192.9% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling