+95.4%
CAT vs PSX
+101.0%
-5.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +1.7% | +4.5% | -2.8% | +1.8% |
| 30D | -6.6% | +26.6% | -33.2% | -6.0% |
| 3M | -13.3% | +39.3% | -52.6% | -12.3% |
| 6M | +11.6% | +56.8% | -45.2% | +11.0% |
| YTD | +42.9% | +101.8% | -58.9% | +33.4% |
| 1Y | +95.4% | +99.6% | -4.2% | +82.4% |
| All | +95.4% | +101.0% | -5.6% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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