+201.6%
CAT vs PG
+0.7%
+200.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -1.0% |
| 7D | +2.9% | -3.4% | +6.3% | +2.7% |
| 30D | -2.6% | -2.6% | 0.0% | -2.8% |
| 3M | -10.7% | -3.3% | -7.3% | -10.8% |
| 6M | +16.1% | -6.7% | +22.9% | +15.6% |
| YTD | +43.2% | +1.7% | +41.5% | +43.7% |
| 1Y | +96.8% | -7.9% | +104.7% | +96.5% |
| All | +201.6% | +0.7% | +200.9% | +214.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling