+8.9%
CAT vs PGR
+21.4%
-12.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.5% | -7.7% | -4.1% |
| 7D | -17.1% | +4.1% | -21.2% | -15.5% |
| 30D | -30.1% | +10.4% | -40.6% | -26.9% |
| 3M | -32.4% | +11.4% | -43.8% | -28.8% |
| 6M | -32.1% | +17.9% | -50.0% | -26.5% |
| YTD | +4.1% | +9.8% | -5.7% | +11.3% |
| 1Y | +8.9% | +19.3% | -10.4% | +22.4% |
| All | +8.9% | +21.4% | -12.5% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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