+4,257.7%
CAT vs PWR
+7,422.2%
-3,164.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | -0.7% |
| 7D | -10.3% | -12.9% | +2.6% | -7.3% |
| 30D | -31.2% | -22.8% | -8.3% | -26.8% |
| 3M | -34.7% | -19.0% | -15.7% | -31.4% |
| 6M | -39.5% | -31.1% | -8.4% | -33.8% |
| YTD | -1.7% | +28.2% | -29.9% | -7.7% |
| 1Y | -1.1% | +22.2% | -23.3% | -6.1% |
| 3Y | +143.9% | +222.1% | -78.3% | +80.9% |
| 5Y | +194.8% | +364.1% | -169.3% | +98.5% |
| 10Y | +739.8% | +1,864.5% | -1,124.7% | +310.9% |
| All | +4,257.7% | +7,422.2% | -3,164.5% | +1,574.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling