+1,588.2%
PLTR vs CAT
+321.2%
+1,267.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.1% |
| 7D | -12.9% | -10.3% | -2.6% | -8.8% |
| 30D | -17.4% | -31.2% | +13.8% | -3.8% |
| 3M | +2.9% | -34.7% | +37.5% | +21.6% |
| 6M | +19.9% | -39.5% | +59.4% | +42.9% |
| YTD | -9.8% | -1.7% | -8.1% | -17.7% |
| 1Y | -8.4% | -1.1% | -7.3% | -16.5% |
| 3Y | +765.0% | +143.9% | +621.2% | +406.7% |
| 5Y | +516.8% | +194.8% | +322.1% | +245.4% |
| All | +1,588.2% | +321.2% | +1,267.0% | +1,038.4% |
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