+16.1%
CAT vs PGR
+2.8%
+13.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.7% |
| 7D | +2.9% | -2.7% | +5.6% | +1.7% |
| 30D | -2.6% | +0.7% | -3.4% | -1.9% |
| 3M | -10.7% | +7.7% | -18.4% | -6.2% |
| 6M | +16.1% | +4.3% | +11.8% | +19.8% |
| All | +16.1% | +2.8% | +13.3% | +19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling