+363.8%
PSX vs CAG
-40.6%
+404.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.8% |
| 7D | +2.8% | -5.3% | +8.1% | +3.6% |
| 30D | +27.8% | +1.0% | +26.8% | +27.5% |
| 3M | +42.0% | +17.4% | +24.7% | +38.5% |
| 6M | +58.1% | -16.8% | +74.9% | +61.7% |
| YTD | +105.0% | -6.8% | +111.8% | +105.9% |
| 1Y | +104.9% | -15.4% | +120.3% | +108.5% |
| 3Y | +134.1% | -37.1% | +171.1% | +146.2% |
| 5Y | +363.8% | -41.3% | +405.1% | +379.5% |
| All | +363.8% | -40.6% | +404.4% | +379.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling