-39.5%
CAT vs PSA
+13.4%
-52.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.6% |
| 7D | -10.3% | +3.9% | -14.2% | -9.2% |
| 30D | -31.2% | +19.7% | -50.9% | -28.4% |
| 3M | -34.7% | +4.3% | -38.9% | -34.2% |
| 6M | -39.5% | +11.4% | -50.8% | -40.2% |
| All | -39.5% | +13.4% | -52.9% | -40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling