+158.3%
CAT vs PSA
+54.3%
+104.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +7.4% | -1.4% | +8.9% | +7.8% |
| 30D | -19.7% | +15.2% | -34.9% | -22.9% |
| 3M | -29.6% | +2.2% | -31.8% | -30.1% |
| 6M | -33.2% | +11.7% | -44.9% | -36.0% |
| YTD | +5.7% | +32.0% | -26.4% | -3.6% |
| 1Y | +9.3% | +26.3% | -16.9% | +0.9% |
| 3Y | +158.3% | +52.4% | +106.0% | +106.1% |
| All | +158.3% | +54.3% | +104.0% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling