+325.5%
CAT vs PGR
+158.0%
+167.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +0.6% | -3.4% | +4.0% | +1.0% |
| 30D | -4.5% | +1.8% | -6.4% | -4.8% |
| 3M | -5.8% | +5.9% | -11.7% | -7.1% |
| 6M | +12.7% | +4.6% | +8.2% | +11.3% |
| YTD | +41.4% | +1.1% | +40.3% | +40.2% |
| 1Y | +92.1% | -6.6% | +98.6% | +93.9% |
| 3Y | +197.5% | +74.2% | +123.2% | +146.0% |
| All | +325.5% | +158.0% | +167.4% | +180.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling