+158.3%
CAT vs PEG
+36.1%
+122.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.3% |
| 7D | +7.4% | +4.5% | +2.9% | +6.0% |
| 30D | -19.7% | +7.5% | -27.2% | -21.6% |
| 3M | -29.6% | +0.8% | -30.4% | -29.9% |
| 6M | -33.2% | 0.0% | -33.2% | -33.4% |
| YTD | +5.7% | -3.0% | +8.7% | +6.4% |
| 1Y | +9.3% | -4.7% | +14.1% | +10.6% |
| 3Y | +158.3% | +36.5% | +121.8% | +140.9% |
| All | +158.3% | +36.1% | +122.2% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling