+183.3%
CAT vs PSX
+274.8%
-91.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -10.3% | -13.1% | +2.8% | -5.3% |
| 30D | -31.2% | -9.5% | -21.7% | -28.8% |
| 3M | -34.7% | +20.2% | -54.9% | -39.9% |
| 6M | -39.5% | +44.9% | -84.4% | -48.9% |
| YTD | -1.7% | +94.4% | -96.1% | -28.6% |
| 1Y | -1.1% | +83.1% | -84.2% | -26.5% |
| 3Y | +143.9% | +132.2% | +11.7% | +57.4% |
| All | +183.3% | +274.8% | -91.6% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling