+765.0%
PLTR vs CAT
+140.6%
+624.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.1% |
| 7D | -12.9% | -10.3% | -2.6% | -8.6% |
| 30D | -17.4% | -31.2% | +13.8% | -3.2% |
| 3M | +2.9% | -34.7% | +37.5% | +22.5% |
| 6M | +19.9% | -39.5% | +59.4% | +43.1% |
| YTD | -9.8% | -1.7% | -8.1% | -24.3% |
| 1Y | -8.4% | -1.1% | -7.3% | -23.3% |
| 3Y | +765.0% | +143.9% | +621.2% | +207.7% |
| All | +765.0% | +140.6% | +624.5% | +207.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling