+606.1%
COST vs PSX
+386.4%
+219.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.2% | +1.7% | -2.9% | -1.4% |
| 30D | -4.7% | +15.6% | -20.4% | -6.1% |
| 3M | -7.1% | +46.5% | -53.6% | -10.6% |
| 6M | -8.5% | +55.0% | -63.5% | -12.6% |
| YTD | +5.4% | +105.3% | -99.9% | -2.1% |
| 1Y | -5.6% | +101.6% | -107.2% | -12.3% |
| 3Y | +68.5% | +134.1% | -65.7% | +52.4% |
| 5Y | +105.2% | +368.7% | -263.4% | +70.4% |
| All | +606.1% | +386.4% | +219.6% | +469.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling