+8.9%
CAT vs PG
+15.9%
-7.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.2% | -8.5% | -4.6% |
| 7D | -17.1% | +5.7% | -22.8% | -16.2% |
| 30D | -30.1% | +15.4% | -45.5% | -28.7% |
| 3M | -32.4% | +13.8% | -46.2% | -31.1% |
| 6M | -32.1% | +18.3% | -50.4% | -31.1% |
| YTD | +4.1% | +20.1% | -16.0% | +8.5% |
| 1Y | +8.9% | +17.0% | -8.1% | +12.4% |
| All | +8.9% | +15.9% | -7.0% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling