+1,325.0%
COST vs PSX
+1,167.1%
+157.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -0.9% |
| 7D | -2.8% | +1.8% | -4.6% | -3.0% |
| 30D | -5.3% | +21.6% | -26.9% | -7.4% |
| 3M | -6.7% | +46.5% | -53.1% | -10.8% |
| 6M | -9.9% | +62.0% | -71.9% | -15.1% |
| YTD | +5.1% | +106.3% | -101.2% | -3.8% |
| 1Y | -7.3% | +103.0% | -110.3% | -15.1% |
| 3Y | +70.4% | +135.5% | -65.1% | +51.2% |
| 5Y | +104.4% | +368.5% | -264.1% | +63.5% |
| 10Y | +609.0% | +386.6% | +222.4% | +436.3% |
| All | +1,325.0% | +1,167.1% | +157.9% | +814.7% |
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 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