+19,008.0%
CAT vs PEG
+2,989.2%
+16,018.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.3% | +3.9% | +5.8% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | -25.0% | +3.8% | -28.8% | -26.3% |
| 3M | -28.7% | +0.1% | -28.8% | -28.9% |
| 6M | -33.0% | -1.0% | -32.0% | -33.0% |
| YTD | +5.4% | -4.1% | +9.6% | +6.8% |
| 1Y | +7.3% | -6.9% | +14.1% | +9.9% |
| 3Y | +166.0% | +35.6% | +130.4% | +129.5% |
| 5Y | +210.1% | +42.8% | +167.3% | +159.4% |
| 10Y | +712.5% | +160.2% | +552.3% | +415.7% |
| All | +19,008.0% | +2,989.2% | +16,018.7% | +4,769.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling