+674.0%
CAT vs PEG
+159.1%
+514.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -6.3% | +2.6% | -8.9% | -7.3% |
| 30D | -26.8% | +3.3% | -30.1% | -27.9% |
| 3M | -30.0% | +1.1% | -31.1% | -30.5% |
| 6M | -34.6% | -1.4% | -33.1% | -34.4% |
| YTD | +2.9% | -4.6% | +7.5% | +4.5% |
| 1Y | +3.3% | -7.2% | +10.5% | +6.1% |
| 3Y | +153.7% | +33.7% | +120.0% | +117.4% |
| 5Y | +207.3% | +40.8% | +166.5% | +154.3% |
| 10Y | +674.0% | +162.8% | +511.2% | +462.2% |
| All | +674.0% | +159.1% | +514.9% | +462.2% |
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