+197.7%
CAT vs PGR
+73.8%
+123.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +0.6% | -3.4% | +4.0% | +0.2% |
| 30D | -4.5% | +1.8% | -6.4% | -4.3% |
| 3M | -5.8% | +5.9% | -11.7% | -5.4% |
| 6M | +12.7% | +4.6% | +8.2% | +13.4% |
| YTD | +41.4% | +1.1% | +40.3% | +42.3% |
| 1Y | +92.1% | -6.6% | +98.6% | +95.3% |
| All | +197.7% | +73.8% | +123.9% | +231.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling