+1,144.3%
CAT vs PG
+121.7%
+1,022.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | -4.3% | +0.8% | -5.2% | -4.6% |
| 3M | -8.6% | -1.3% | -7.3% | -8.6% |
| 6M | +16.1% | -3.8% | +19.9% | +17.0% |
| YTD | +43.8% | +3.6% | +40.1% | +41.0% |
| 1Y | +91.5% | -5.7% | +97.2% | +93.5% |
| 3Y | +202.7% | +1.6% | +201.1% | +191.2% |
| 5Y | +335.1% | +14.6% | +320.5% | +288.1% |
| All | +1,144.3% | +121.7% | +1,022.6% | +756.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling