+1,126.0%
CAT vs PSKY
-74.5%
+1,200.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +5.6% | +2.4% | +3.2% | +5.1% |
| 30D | -2.3% | +17.5% | -19.9% | -5.1% |
| 3M | -10.0% | +4.4% | -14.5% | -11.0% |
| 6M | +21.2% | -9.0% | +30.3% | +22.0% |
| YTD | +44.4% | -18.6% | +63.0% | +47.3% |
| 1Y | +96.3% | -27.7% | +124.0% | +102.4% |
| 3Y | +203.9% | -16.9% | +220.8% | +187.8% |
| 5Y | +333.5% | -70.3% | +403.8% | +392.8% |
| 10Y | +1,126.0% | -74.9% | +1,201.0% | +1,019.7% |
| All | +1,126.0% | -74.5% | +1,200.6% | +1,019.7% |
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