+992.6%
CAT vs PSX
+1,139.4%
-146.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +1.7% | +4.5% | -2.8% | -0.2% |
| 30D | -6.6% | +26.6% | -33.2% | -15.6% |
| 3M | -13.3% | +39.3% | -52.6% | -25.4% |
| 6M | +11.6% | +56.8% | -45.2% | -9.9% |
| YTD | +42.9% | +101.8% | -58.9% | +2.9% |
| 1Y | +95.4% | +99.6% | -4.2% | +40.7% |
| 3Y | +196.6% | +140.3% | +56.2% | +92.6% |
| 5Y | +321.7% | +339.3% | -17.7% | +104.5% |
| 10Y | +1,140.8% | +369.9% | +770.9% | +452.9% |
| All | +992.6% | +1,139.4% | -146.9% | +255.1% |
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