+8.9%
CAT vs PSA
+28.0%
-19.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.8% | -8.0% | -5.8% |
| 7D | -17.1% | +10.5% | -27.7% | -19.2% |
| 30D | -30.1% | +21.7% | -51.8% | -34.1% |
| 3M | -32.4% | +6.1% | -38.4% | -33.2% |
| 6M | -32.1% | +18.3% | -50.4% | -37.7% |
| YTD | +4.1% | +36.1% | -32.0% | -9.1% |
| 1Y | +8.9% | +29.3% | -20.4% | -4.3% |
| All | +8.9% | +28.0% | -19.1% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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