+695.3%
CAT vs PEG
+167.4%
+527.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +9.3% | +2.3% | +7.0% | +8.3% |
| 30D | -21.5% | +6.1% | -27.6% | -23.6% |
| 3M | -29.1% | -0.5% | -28.6% | -29.1% |
| 6M | -33.4% | -3.2% | -30.2% | -32.7% |
| YTD | +6.6% | -4.4% | +11.0% | +8.2% |
| 1Y | +6.5% | -7.4% | +13.9% | +9.6% |
| 3Y | +162.7% | +33.9% | +128.7% | +124.9% |
| 5Y | +214.2% | +42.3% | +171.9% | +158.9% |
| All | +695.3% | +167.4% | +527.9% | +481.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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