+92.1%
CAT vs PPG
-0.6%
+92.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.4% |
| 7D | +0.6% | -5.1% | +5.8% | +2.9% |
| 30D | -4.5% | -9.6% | +5.0% | -0.3% |
| 3M | -5.8% | -6.4% | +0.6% | -3.7% |
| 6M | +12.7% | +0.5% | +12.2% | +11.2% |
| YTD | +41.4% | +4.4% | +36.9% | +42.2% |
| 1Y | +92.1% | -0.9% | +93.0% | +94.4% |
| All | +92.1% | -0.6% | +92.7% | +94.4% |
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