+11.6%
CAT vs PEG
-10.6%
+22.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | +1.7% | +0.7% | +1.0% | +1.4% |
| 30D | -6.6% | -2.4% | -4.1% | -5.4% |
| 3M | -13.3% | -4.8% | -8.5% | -12.1% |
| 6M | +11.6% | -10.7% | +22.3% | +16.8% |
| All | +11.6% | -10.6% | +22.2% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling