+327.9%
CAT vs PG
+12.8%
+315.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +0.6% | -2.7% | +3.3% | +0.8% |
| 30D | -4.5% | -1.5% | -3.0% | -4.5% |
| 3M | -5.8% | -3.4% | -2.4% | -5.7% |
| 6M | +12.7% | -7.0% | +19.7% | +13.2% |
| YTD | +41.4% | +2.0% | +39.4% | +40.9% |
| 1Y | +92.1% | -6.5% | +98.5% | +93.0% |
| 3Y | +197.5% | +1.2% | +196.3% | +192.1% |
| 5Y | +327.9% | +12.8% | +315.1% | +294.1% |
| All | +327.9% | +12.8% | +315.1% | +294.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling