+25,859.6%
CAT vs PGR
+42,092.7%
-16,233.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +2.9% | -2.7% | +5.6% | +3.9% |
| 30D | -2.6% | +0.7% | -3.4% | -3.2% |
| 3M | -10.7% | +7.7% | -18.4% | -14.3% |
| 6M | +16.1% | +4.3% | +11.8% | +12.3% |
| YTD | +43.2% | +0.7% | +42.5% | +39.7% |
| 1Y | +96.8% | -5.7% | +102.5% | +95.6% |
| 3Y | +201.4% | +73.7% | +127.7% | +131.8% |
| 5Y | +332.7% | +158.4% | +174.3% | +179.4% |
| 10Y | +1,157.1% | +810.5% | +346.6% | +396.6% |
| All | +25,859.6% | +42,092.7% | -16,233.1% | +3,703.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling