+25,808.1%
CAT vs PPG
+2,762.5%
+23,045.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.7% |
| 7D | +1.7% | -1.5% | +3.2% | +2.6% |
| 30D | -6.6% | -5.0% | -1.6% | -3.7% |
| 3M | -13.3% | +1.1% | -14.4% | -14.5% |
| 6M | +11.6% | -3.2% | +14.8% | +12.7% |
| YTD | +42.9% | +11.9% | +31.1% | +31.8% |
| 1Y | +95.4% | +5.3% | +90.1% | +85.4% |
| 3Y | +196.6% | -15.0% | +211.6% | +217.2% |
| 5Y | +321.7% | -19.6% | +341.3% | +350.5% |
| 10Y | +1,140.8% | +27.0% | +1,113.7% | +858.6% |
| All | +25,808.1% | +2,762.5% | +23,045.6% | +3,725.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling