+1,144.3%
CAT vs PGR
+825.1%
+319.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | -4.3% | +4.9% | -9.3% | -6.0% |
| 3M | -8.6% | +7.6% | -16.3% | -12.0% |
| 6M | +16.1% | +8.3% | +7.9% | +11.1% |
| YTD | +43.8% | +1.7% | +42.0% | +40.2% |
| 1Y | +91.5% | -6.8% | +98.3% | +92.3% |
| 3Y | +202.7% | +73.4% | +129.3% | +124.4% |
| 5Y | +335.1% | +161.2% | +173.9% | +152.7% |
| All | +1,144.3% | +825.1% | +319.2% | +279.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling