+1,112.1%
PSX vs CAG
+29.9%
+1,082.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +4.5% | -3.8% | +8.3% | +5.3% |
| 30D | +26.6% | +3.1% | +23.5% | +25.7% |
| 3M | +39.3% | +23.5% | +15.8% | +33.1% |
| 6M | +56.8% | -14.8% | +71.7% | +61.1% |
| YTD | +101.8% | -5.4% | +107.3% | +102.7% |
| 1Y | +99.6% | -11.8% | +111.4% | +102.9% |
| 3Y | +140.3% | -36.7% | +177.0% | +158.7% |
| 5Y | +339.3% | -40.3% | +379.6% | +374.4% |
| 10Y | +369.9% | -37.0% | +406.9% | +378.2% |
| All | +1,112.1% | +29.9% | +1,082.2% | +836.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling