+192.1%
CAT vs PENG
+31.0%
+161.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -23.0% | +16.7% | -1.6% |
| 7D | -14.5% | -36.7% | +22.2% | -6.7% |
| 30D | -35.7% | -42.0% | +6.3% | -29.1% |
| 3M | -36.3% | -33.2% | -3.1% | -32.2% |
| 6M | -38.5% | +2.1% | -40.6% | -41.3% |
| YTD | -2.5% | +90.3% | -92.8% | -18.3% |
| 1Y | -1.9% | +67.7% | -69.6% | -16.0% |
| 3Y | +139.2% | +154.2% | -15.0% | +79.3% |
| 5Y | +192.1% | +28.3% | +163.8% | +119.4% |
| All | +192.1% | +31.0% | +161.1% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling