+1,414.0%
CAT vs PSLV
+117.0%
+1,297.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.4% |
| 6M | +11.6% | -20.3% | +31.9% | +15.4% |
| YTD | +42.9% | -8.2% | +51.2% | +41.0% |
| 1Y | +95.4% | +57.9% | +37.5% | +73.5% |
| 3Y | +196.6% | +162.1% | +34.5% | +137.7% |
| 5Y | +321.7% | +151.2% | +170.5% | +236.7% |
| 10Y | +1,140.8% | +191.7% | +949.1% | +839.5% |
| All | +1,414.0% | +117.0% | +1,297.0% | +1,000.9% |
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