-35.1%
CAT vs PSX
+47.7%
-82.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.0% | +4.2% | +7.3% |
| 7D | -2.4% | -8.0% | +5.6% | -3.5% |
| 30D | -25.0% | -9.0% | -16.0% | -25.8% |
| 3M | -28.7% | +24.7% | -53.5% | -23.6% |
| All | -35.1% | +47.7% | -82.8% | -25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling