+326.0%
CAT vs PSX
+342.7%
-16.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +1.7% | +4.5% | -2.8% | -0.1% |
| 30D | -6.6% | +26.6% | -33.2% | -15.0% |
| 3M | -13.3% | +39.3% | -52.6% | -24.6% |
| 6M | +11.6% | +56.8% | -45.2% | -8.9% |
| YTD | +42.9% | +101.8% | -58.9% | +3.5% |
| 1Y | +95.4% | +99.6% | -4.2% | +41.4% |
| 3Y | +196.6% | +140.3% | +56.2% | +91.7% |
| All | +326.0% | +342.7% | -16.7% | +106.7% |
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