+850.7%
CAT vs PENG
+762.7%
+88.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | +0.5% |
| 7D | +1.7% | +4.5% | -2.8% | +0.8% |
| 30D | -6.6% | -7.1% | +0.5% | -5.5% |
| 3M | -13.3% | -27.3% | +14.0% | -9.9% |
| 6M | +11.6% | +169.6% | -158.0% | -9.4% |
| YTD | +42.9% | +164.6% | -121.7% | +16.2% |
| 1Y | +95.4% | +109.5% | -14.0% | +64.3% |
| 3Y | +196.6% | +98.9% | +97.7% | +134.3% |
| 5Y | +321.7% | +116.3% | +205.4% | +216.3% |
| All | +850.7% | +762.7% | +88.0% | +540.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling