+4,218.8%
CAT vs PWR
+6,979.4%
-2,760.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.3% | +5.9% | -3.2% |
| 7D | -14.5% | -19.9% | +5.4% | -9.7% |
| 30D | -35.7% | -29.3% | -6.5% | -30.1% |
| 3M | -36.3% | -25.5% | -10.8% | -31.6% |
| 6M | -38.5% | -34.0% | -4.5% | -32.0% |
| YTD | -2.5% | +20.7% | -23.2% | -7.0% |
| 1Y | -1.9% | +12.3% | -14.2% | -4.8% |
| 3Y | +139.2% | +201.9% | -62.7% | +80.4% |
| 5Y | +192.1% | +336.8% | -144.6% | +99.9% |
| 10Y | +732.3% | +1,748.9% | -1,016.6% | +313.8% |
| All | +4,218.8% | +6,979.4% | -2,760.6% | +1,586.2% |
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 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