+25,808.1%
CAT vs PEG
+2,907.1%
+22,901.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| 3M | -13.3% | -4.8% | -8.5% | -11.7% |
| 6M | +11.6% | -10.7% | +22.3% | +16.8% |
| YTD | +42.9% | -6.7% | +49.6% | +46.8% |
| 1Y | +95.4% | -6.8% | +102.3% | +100.2% |
| 3Y | +196.6% | +34.5% | +162.1% | +156.7% |
| 5Y | +321.7% | +35.8% | +285.9% | +260.4% |
| 10Y | +1,140.8% | +141.7% | +999.1% | +711.4% |
| All | +25,808.1% | +2,907.1% | +22,901.0% | +6,587.9% |
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 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