+592.3%
CAT vs PENG
+705.8%
-113.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.1% | +3.9% | -3.5% |
| 7D | -17.1% | -20.5% | +3.4% | -13.7% |
| 30D | -30.1% | -20.4% | -9.8% | -27.8% |
| 3M | -32.4% | -16.4% | -16.0% | -31.1% |
| 6M | -32.1% | +49.2% | -81.3% | -39.1% |
| YTD | +4.1% | +147.2% | -143.1% | -15.3% |
| 1Y | +8.9% | +124.7% | -115.8% | -10.1% |
| 3Y | +155.5% | +230.3% | -74.8% | +88.2% |
| 5Y | +215.5% | +71.4% | +144.1% | +144.3% |
| All | +592.3% | +705.8% | -113.5% | +366.9% |
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