+151.6%
CAT vs PEP
-4.2%
+155.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.2% |
| 7D | -6.3% | +4.6% | -10.9% | -5.8% |
| 30D | -26.8% | +14.0% | -40.8% | -25.8% |
| 3M | -30.0% | +5.4% | -35.4% | -29.5% |
| 6M | -34.6% | -5.1% | -29.4% | -33.7% |
| YTD | +2.9% | +3.1% | -0.2% | +4.2% |
| 1Y | +3.3% | +4.8% | -1.5% | +4.4% |
| All | +151.6% | -4.2% | +155.8% | +147.7% |
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