+17,723.7%
CAT vs PSA
+16,026.4%
+1,697.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -10.3% | +3.9% | -14.2% | -11.6% |
| 30D | -31.2% | +19.7% | -50.9% | -35.6% |
| 3M | -34.7% | +4.3% | -38.9% | -35.9% |
| 6M | -39.5% | +11.4% | -50.8% | -42.2% |
| YTD | -1.7% | +33.9% | -35.6% | -11.9% |
| 1Y | -1.1% | +28.3% | -29.4% | -10.2% |
| 3Y | +143.9% | +53.5% | +90.4% | +104.8% |
| 5Y | +194.8% | +30.6% | +164.2% | +157.8% |
| 10Y | +739.8% | +145.8% | +594.0% | +467.0% |
| All | +17,723.7% | +16,026.4% | +1,697.3% | +5,207.9% |
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 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