+333.5%
CAT vs PEG
+38.2%
+295.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +5.6% | +1.0% | +4.5% | +5.1% |
| 30D | -2.3% | -1.9% | -0.5% | -1.7% |
| 3M | -10.0% | -3.7% | -6.3% | -8.9% |
| 6M | +21.2% | -9.4% | +30.7% | +25.7% |
| YTD | +44.4% | -6.0% | +50.4% | +47.6% |
| 1Y | +96.3% | -4.4% | +100.7% | +98.6% |
| 3Y | +203.9% | +33.5% | +170.4% | +163.9% |
| 5Y | +333.5% | +35.7% | +297.8% | +265.9% |
| All | +333.5% | +38.2% | +295.3% | +265.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling