+712.5%
CAT vs PSA
+140.2%
+572.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.1% |
| 7D | -2.4% | +1.5% | -3.9% | -2.9% |
| 30D | -25.0% | +16.7% | -41.7% | -28.7% |
| 3M | -28.7% | +4.0% | -32.7% | -29.8% |
| 6M | -33.0% | +10.9% | -43.8% | -35.6% |
| YTD | +5.4% | +34.2% | -28.8% | -4.7% |
| 1Y | +7.3% | +26.6% | -19.4% | -1.3% |
| 3Y | +166.0% | +54.7% | +111.3% | +125.4% |
| 5Y | +210.1% | +30.0% | +180.1% | +173.4% |
| 10Y | +712.5% | +132.7% | +579.9% | +474.4% |
| All | +712.5% | +140.2% | +572.3% | +474.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling