+25,808.1%
CAT vs PSA
+14,185.8%
+11,622.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | +1.7% | -3.7% | +5.4% | +3.0% |
| 30D | -6.6% | -7.7% | +1.2% | -4.0% |
| 3M | -13.3% | -0.6% | -12.7% | -13.6% |
| 6M | +11.6% | -0.9% | +12.5% | +11.5% |
| YTD | +42.9% | +18.7% | +24.3% | +34.0% |
| 1Y | +95.4% | +7.6% | +87.8% | +89.0% |
| 3Y | +196.6% | +23.7% | +172.9% | +169.5% |
| 5Y | +321.7% | +13.7% | +308.0% | +287.8% |
| 10Y | +1,140.8% | +98.9% | +1,041.9% | +804.6% |
| All | +25,808.1% | +14,185.8% | +11,622.3% | +7,976.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling