+1,019.1%
CAT vs PSLV
+57.8%
+961.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | +7.4% | -6.3% | +13.7% | +8.8% |
| 30D | -19.7% | -12.7% | -7.0% | -17.6% |
| 3M | -29.6% | -24.7% | -4.9% | -25.9% |
| 6M | -33.2% | -44.6% | +11.4% | -26.0% |
| YTD | +5.7% | -33.3% | +38.9% | +10.5% |
| 1Y | +9.3% | -8.6% | +17.9% | +7.5% |
| 3Y | +158.3% | +108.2% | +50.1% | +116.2% |
| 5Y | +211.6% | +79.1% | +132.5% | +164.8% |
| 10Y | +698.5% | +137.7% | +560.8% | +530.7% |
| All | +1,019.1% | +57.8% | +961.3% | +762.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling