+358.2%
PSX vs CAG
-38.0%
+396.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.9% |
| 7D | +6.4% | -6.2% | +12.6% | +7.5% |
| 30D | -10.2% | +7.4% | -17.6% | -11.4% |
| 3M | +17.2% | -1.6% | +18.8% | +17.1% |
| 6M | +51.8% | +6.3% | +45.4% | +49.4% |
| YTD | +108.0% | -10.1% | +118.1% | +109.9% |
| 1Y | +96.1% | -10.2% | +106.4% | +98.0% |
| 3Y | +155.9% | -37.3% | +193.2% | +171.7% |
| 5Y | +306.9% | -41.6% | +348.5% | +334.0% |
| All | +358.2% | -38.0% | +396.2% | +374.1% |
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