+91.5%
CAT vs PGR
-6.1%
+97.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +2.0% |
| 7D | +0.6% | -0.6% | +1.2% | +0.3% |
| 30D | -4.3% | +4.9% | -9.3% | -2.0% |
| 3M | -8.6% | +7.6% | -16.3% | -4.6% |
| 6M | +16.1% | +8.3% | +7.9% | +21.9% |
| YTD | +43.8% | +1.7% | +42.0% | +47.9% |
| 1Y | +91.5% | -6.8% | +98.3% | +99.4% |
| All | +91.5% | -6.1% | +97.5% | +99.4% |
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