+651.6%
CAT vs PSX
+1,093.9%
-442.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -10.3% | -13.1% | +2.8% | -4.8% |
| 30D | -31.2% | -9.5% | -21.7% | -28.6% |
| 3M | -34.7% | +20.2% | -54.9% | -40.1% |
| 6M | -39.5% | +44.9% | -84.4% | -49.3% |
| 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% | +59.9% |
| 5Y | +194.8% | +278.8% | -84.1% | +52.1% |
| 10Y | +739.8% | +354.2% | +385.6% | +277.1% |
| All | +651.6% | +1,093.9% | -442.3% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling