+287.7%
PSX vs CAG
-39.8%
+327.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.8% |
| 7D | -7.8% | +6.6% | -14.4% | -8.6% |
| 30D | -9.9% | +13.9% | -23.8% | -11.5% |
| 3M | +16.9% | +4.0% | +12.9% | +16.2% |
| 6M | +48.0% | +10.0% | +38.0% | +45.6% |
| YTD | +98.3% | -6.1% | +104.5% | +98.8% |
| 1Y | +86.2% | -4.3% | +90.5% | +86.2% |
| 3Y | +144.0% | -34.6% | +178.5% | +154.0% |
| 5Y | +287.7% | -39.4% | +327.2% | +299.6% |
| All | +287.7% | -39.8% | +327.5% | +299.6% |
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