+95.4%
CAT vs PG
-4.9%
+100.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.7% |
| 7D | +1.7% | +1.9% | -0.1% | +2.0% |
| 30D | -6.6% | -0.2% | -6.3% | -6.5% |
| 3M | -13.3% | +4.8% | -18.1% | -13.5% |
| 6M | +11.6% | -6.1% | +17.7% | +9.9% |
| YTD | +42.9% | +4.5% | +38.5% | +47.2% |
| 1Y | +95.4% | -5.3% | +100.7% | +93.3% |
| All | +95.4% | -4.9% | +100.3% | +93.3% |
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