+11.6%
CAT vs PENG
+170.4%
-158.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | +0.1% |
| 7D | +1.7% | +4.5% | -2.8% | +0.6% |
| 30D | -6.6% | -7.1% | +0.5% | -5.1% |
| 3M | -13.3% | -27.3% | +14.0% | -9.1% |
| 6M | +11.6% | +169.6% | -158.0% | -16.0% |
| All | +11.6% | +170.4% | -158.8% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling