+103.0%
PSX vs CAG
-16.0%
+119.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +1.8% | -6.6% | +8.4% | +2.7% |
| 30D | +21.6% | +2.3% | +19.3% | +21.3% |
| 3M | +46.5% | +16.3% | +30.2% | +43.3% |
| 6M | +62.0% | -16.0% | +78.0% | +64.3% |
| YTD | +106.3% | -7.7% | +114.0% | +106.0% |
| 1Y | +103.0% | -16.0% | +119.0% | +102.1% |
| All | +103.0% | -16.0% | +119.0% | +102.1% |
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 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