+201.6%
CAT vs PPG
-16.1%
+217.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.4% |
| 7D | +2.9% | -3.7% | +6.7% | +5.1% |
| 30D | -2.6% | -7.2% | +4.6% | +1.4% |
| 3M | -10.7% | -7.3% | -3.3% | -7.4% |
| 6M | +16.1% | +0.3% | +15.9% | +14.5% |
| YTD | +43.2% | +6.5% | +36.7% | +36.1% |
| 1Y | +96.8% | +0.5% | +96.3% | +92.4% |
| All | +201.6% | -16.1% | +217.7% | +216.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling