+361.6%
PSX vs CAG
-37.3%
+398.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.6% |
| 7D | +7.8% | -3.3% | +11.2% | +8.4% |
| 30D | -10.9% | +7.7% | -18.6% | -12.2% |
| 3M | +14.5% | -3.2% | +17.7% | +14.8% |
| 6M | +56.1% | +7.0% | +49.2% | +53.6% |
| YTD | +109.6% | -9.0% | +118.6% | +111.1% |
| 1Y | +95.5% | -9.6% | +105.1% | +97.2% |
| 3Y | +156.2% | -36.0% | +192.2% | +171.1% |
| 5Y | +310.0% | -40.9% | +350.9% | +336.5% |
| All | +361.6% | -37.3% | +398.9% | +376.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling