+95.4%
CAT vs PSLV
+57.1%
+38.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +1.7% | -0.6% | +2.4% | +1.8% |
| 30D | -6.6% | +7.3% | -13.8% | -7.8% |
| 3M | -13.3% | -7.4% | -5.9% | -12.5% |
| 6M | +11.6% | -20.3% | +31.9% | +14.4% |
| YTD | +42.9% | -8.2% | +51.2% | +38.3% |
| 1Y | +95.4% | +57.9% | +37.5% | +78.0% |
| All | +95.4% | +57.1% | +38.3% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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