+1,167.8%
CAT vs PSA
+103.1%
+1,064.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +5.6% | -0.4% | +6.0% | +5.7% |
| 30D | -2.3% | -8.2% | +5.8% | +0.2% |
| 3M | -10.0% | -2.1% | -7.9% | -9.9% |
| 6M | +21.2% | -0.2% | +21.5% | +20.6% |
| YTD | +44.4% | +18.5% | +26.0% | +36.1% |
| 1Y | +96.3% | +6.6% | +89.7% | +90.7% |
| 3Y | +203.9% | +24.5% | +179.5% | +176.5% |
| 5Y | +333.5% | +13.6% | +319.9% | +299.4% |
| All | +1,167.8% | +103.1% | +1,064.7% | +830.9% |
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