-1.1%
CAT vs PENG
+88.9%
-90.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.4% | -11.5% | -2.2% |
| 7D | -10.3% | -19.4% | +9.2% | -6.2% |
| 30D | -31.2% | -42.4% | +11.2% | -22.3% |
| 3M | -34.7% | -25.6% | -9.0% | -31.7% |
| 6M | -39.5% | +7.3% | -46.8% | -45.0% |
| YTD | -1.7% | +113.9% | -115.5% | -30.5% |
| 1Y | -1.1% | +93.6% | -94.7% | -28.1% |
| All | -1.1% | +88.9% | -90.1% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling