+99.6%
PSX vs CAG
-13.1%
+112.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +4.5% | -3.8% | +8.3% | +5.0% |
| 30D | +26.6% | +3.1% | +23.5% | +26.1% |
| 3M | +39.3% | +23.5% | +15.8% | +35.5% |
| 6M | +56.8% | -14.8% | +71.7% | +58.7% |
| YTD | +101.8% | -5.4% | +107.3% | +100.9% |
| 1Y | +99.6% | -11.8% | +111.4% | +98.0% |
| All | +99.6% | -13.1% | +112.7% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling