+1,144.3%
CAT vs PSLV
+190.6%
+953.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +0.6% | -3.5% | +4.0% | +1.3% |
| 30D | -4.3% | -2.1% | -2.2% | -4.0% |
| 3M | -8.6% | -1.6% | -7.0% | -8.7% |
| 6M | +16.1% | -25.5% | +41.6% | +22.0% |
| YTD | +43.8% | -11.4% | +55.2% | +41.7% |
| 1Y | +91.5% | +48.6% | +42.9% | +67.2% |
| 3Y | +202.7% | +166.9% | +35.8% | +129.2% |
| 5Y | +335.1% | +152.4% | +182.7% | +227.6% |
| All | +1,144.3% | +190.6% | +953.8% | +756.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling