+617.6%
PLTR vs CAT
+210.5%
+407.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | +4.7% | +7.4% | -2.7% | +1.0% |
| 30D | -16.4% | -19.7% | +3.3% | -7.1% |
| 3M | -6.2% | -29.6% | +23.4% | +10.7% |
| 6M | +29.2% | -33.2% | +62.4% | +51.4% |
| YTD | -5.5% | +5.7% | -11.2% | -19.9% |
| 1Y | -2.4% | +9.3% | -11.8% | -19.1% |
| 3Y | +752.3% | +158.3% | +594.0% | +291.1% |
| All | +617.6% | +210.5% | +407.1% | +198.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling