+17,723.7%
CAT vs PEG
+2,889.6%
+14,834.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -10.3% | -2.3% | -8.0% | -9.5% |
| 30D | -31.2% | +1.2% | -32.4% | -31.7% |
| 3M | -34.7% | -2.4% | -32.3% | -34.2% |
| 6M | -39.5% | -6.9% | -32.6% | -37.9% |
| YTD | -1.7% | -7.2% | +5.6% | +1.0% |
| 1Y | -1.1% | -8.9% | +7.7% | +2.2% |
| 3Y | +143.9% | +27.1% | +116.7% | +116.0% |
| 5Y | +194.8% | +33.8% | +161.0% | +153.0% |
| 10Y | +739.8% | +150.2% | +589.6% | +440.7% |
| All | +17,723.7% | +2,889.6% | +14,834.2% | +4,501.1% |
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