+25,808.1%
CAT vs PG
+4,035.3%
+21,772.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | +1.7% | +1.9% | -0.1% | +1.0% |
| 30D | -6.6% | -0.2% | -6.3% | -6.5% |
| 3M | -13.3% | +4.8% | -18.1% | -15.4% |
| 6M | +11.6% | -6.1% | +17.7% | +13.7% |
| YTD | +42.9% | +4.5% | +38.5% | +39.5% |
| 1Y | +95.4% | -5.3% | +100.7% | +97.2% |
| 3Y | +196.6% | +2.6% | +194.0% | +185.1% |
| 5Y | +321.7% | +15.6% | +306.1% | +281.0% |
| 10Y | +1,140.8% | +118.0% | +1,022.8% | +755.0% |
| All | +25,808.1% | +4,035.3% | +21,772.7% | +6,495.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling