+95.4%
CAT vs PSKY
-26.0%
+121.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +1.7% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -6.6% | +24.0% | -30.5% | -6.3% |
| 3M | -13.3% | +2.2% | -15.5% | -13.3% |
| 6M | +11.6% | -9.0% | +20.6% | +11.5% |
| YTD | +42.9% | -18.1% | +61.1% | +44.2% |
| 1Y | +95.4% | -25.1% | +120.5% | +99.6% |
| All | +95.4% | -26.0% | +121.4% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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