+584.4%
CAT vs PENG
+644.0%
-59.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.9% |
| 7D | -6.3% | -16.1% | +9.8% | -3.7% |
| 30D | -26.8% | -41.5% | +14.7% | -20.0% |
| 3M | -30.0% | -19.1% | -10.9% | -28.6% |
| 6M | -34.6% | +0.9% | -35.5% | -37.2% |
| YTD | +2.9% | +128.2% | -125.3% | -15.4% |
| 1Y | +3.3% | +98.6% | -95.3% | -13.2% |
| 3Y | +153.7% | +188.2% | -34.5% | +90.6% |
| 5Y | +207.3% | +55.5% | +151.8% | +141.0% |
| All | +584.4% | +644.0% | -59.6% | +366.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling