+9.3%
CAT vs PSX
+97.2%
-87.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | +7.4% | +7.8% | -0.4% | +7.4% |
| 30D | -19.7% | -10.9% | -8.8% | -20.4% |
| 3M | -29.6% | +14.5% | -44.1% | -29.2% |
| 6M | -33.2% | +56.1% | -89.3% | -31.4% |
| YTD | +5.7% | +109.6% | -103.9% | +2.1% |
| 1Y | +9.3% | +95.5% | -86.2% | +6.4% |
| All | +9.3% | +97.2% | -87.8% | +6.4% |
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