+141.7%
CAT vs PEP
-3.9%
+145.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.3% |
| 7D | -14.5% | +6.7% | -21.1% | -13.8% |
| 30D | -35.7% | +13.5% | -49.3% | -34.9% |
| 3M | -36.3% | +3.9% | -40.2% | -35.8% |
| 6M | -38.5% | -6.0% | -32.5% | -37.7% |
| YTD | -2.5% | +2.5% | -5.0% | -1.4% |
| 1Y | -1.9% | +3.9% | -5.8% | -0.9% |
| All | +141.7% | -3.9% | +145.6% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 3y: compounded portfolio wealth divided by compounded PEP 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…
3y analysis · Full analysis span regression · 6 months rolling