+201.6%
CAT vs PSLV
+179.9%
+21.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.3% | -1.3% |
| 7D | +2.9% | +3.3% | -0.4% | +2.2% |
| 30D | -2.6% | +2.1% | -4.8% | -3.1% |
| 3M | -10.7% | +7.1% | -17.8% | -12.2% |
| 6M | +16.1% | -21.6% | +37.7% | +20.2% |
| YTD | +43.2% | -6.7% | +50.0% | +38.1% |
| 1Y | +96.8% | +59.3% | +37.5% | +65.5% |
| All | +201.6% | +179.9% | +21.7% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling