+332.7%
CAT vs PPG
-20.0%
+352.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.4% |
| 7D | +2.9% | -3.7% | +6.7% | +5.0% |
| 30D | -2.6% | -7.2% | +4.6% | +1.2% |
| 3M | -10.7% | -7.3% | -3.3% | -7.5% |
| 6M | +16.1% | +0.3% | +15.9% | +14.9% |
| YTD | +43.2% | +6.5% | +36.7% | +37.0% |
| 1Y | +96.8% | +0.5% | +96.3% | +93.0% |
| 3Y | +201.4% | -15.3% | +216.6% | +218.8% |
| 5Y | +332.7% | -22.9% | +355.6% | +361.8% |
| All | +332.7% | -20.0% | +352.6% | +361.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling