+96.3%
CAT vs PSA
+6.5%
+89.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.1% |
| 3M | -10.0% | -2.1% | -7.9% | -10.8% |
| 6M | +21.2% | -0.2% | +21.5% | +17.0% |
| YTD | +44.4% | +18.5% | +26.0% | +36.3% |
| 1Y | +96.3% | +6.6% | +89.7% | +78.8% |
| All | +96.3% | +6.5% | +89.8% | +78.8% |
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