+889.1%
CAT vs PSKY
-84.8%
+973.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.2% | +0.2% |
| 7D | -8.7% | -24.6% | +15.9% | -4.7% |
| 30D | -6.8% | -36.1% | +29.3% | -0.1% |
| 3M | -18.4% | -37.1% | +18.7% | -13.0% |
| 6M | -5.1% | -40.5% | +35.5% | +2.0% |
| YTD | +28.3% | -47.7% | +76.0% | +39.6% |
| 1Y | +36.3% | -58.4% | +94.7% | +53.8% |
| 3Y | +181.5% | -40.7% | +222.2% | +178.2% |
| 5Y | +300.2% | -80.0% | +380.2% | +379.5% |
| All | +889.1% | -84.8% | +973.9% | +953.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling