-38.5%
CAT vs PWR
-34.1%
-4.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.3% | +5.9% | 0.0% |
| 7D | -14.5% | -19.9% | +5.4% | -4.6% |
| 30D | -35.7% | -29.3% | -6.5% | -22.9% |
| 3M | -36.3% | -25.5% | -10.8% | -26.0% |
| 6M | -38.5% | -34.0% | -4.5% | -17.9% |
| All | -38.5% | -34.1% | -4.4% | -17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling