+95.4%
CAT vs PPG
+5.2%
+90.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.0% |
| 7D | +1.7% | -1.5% | +3.2% | +2.4% |
| 30D | -6.6% | -5.0% | -1.6% | -4.5% |
| 3M | -13.3% | +1.1% | -14.4% | -14.2% |
| 6M | +11.6% | -3.2% | +14.8% | +9.7% |
| YTD | +42.9% | +11.9% | +31.1% | +39.4% |
| 1Y | +95.4% | +5.3% | +90.1% | +91.0% |
| All | +95.4% | +5.2% | +90.2% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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