+2,220.2%
CAT vs PSKY
-42.2%
+2,262.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.2% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -6.6% | +24.0% | -30.5% | -12.4% |
| 3M | -13.3% | +2.2% | -15.5% | -14.4% |
| 6M | +11.6% | -9.0% | +20.6% | +12.6% |
| YTD | +42.9% | -18.1% | +61.1% | +46.8% |
| 1Y | +95.4% | -25.1% | +120.5% | +102.0% |
| 3Y | +196.6% | -16.3% | +212.9% | +166.7% |
| 5Y | +321.7% | -70.4% | +392.0% | +397.2% |
| 10Y | +1,140.8% | -74.2% | +1,215.0% | +1,159.2% |
| All | +2,220.2% | -42.2% | +2,262.4% | +1,177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling