+1,681.1%
PLTR vs CAT
+351.5%
+1,329.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.2% | -1.7% | +2.5% |
| 7D | -5.1% | -2.4% | -2.7% | -4.1% |
| 30D | -19.1% | -25.0% | +5.9% | -9.1% |
| 3M | -1.6% | -28.7% | +27.1% | +12.2% |
| 6M | +22.8% | -33.0% | +55.8% | +40.1% |
| YTD | -4.8% | +5.4% | -10.2% | -15.7% |
| 1Y | -4.9% | +7.3% | -12.2% | -16.3% |
| 3Y | +826.1% | +166.0% | +660.1% | +423.4% |
| 5Y | +597.7% | +210.1% | +387.6% | +278.4% |
| All | +1,681.1% | +351.5% | +1,329.5% | +1,066.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 10y: compounded portfolio wealth divided by compounded CAT 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…
10y analysis · Full analysis span regression · 6 months rolling