+1,157.1%
CAT vs PSX
+377.2%
+779.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.1% |
| 7D | +2.9% | +1.8% | +1.1% | +2.1% |
| 30D | -2.6% | +21.6% | -24.3% | -10.7% |
| 3M | -10.7% | +46.5% | -57.1% | -25.2% |
| 6M | +16.1% | +62.0% | -45.9% | -8.2% |
| YTD | +43.2% | +106.3% | -63.1% | +0.7% |
| 1Y | +96.8% | +103.0% | -6.1% | +38.8% |
| 3Y | +201.4% | +135.5% | +65.8% | +93.7% |
| 5Y | +332.7% | +368.5% | -35.8% | +95.9% |
| 10Y | +1,157.1% | +386.6% | +770.5% | +396.1% |
| All | +1,157.1% | +377.2% | +779.9% | +396.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling