+378.1%
PSX vs CAH
+294.8%
+83.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +1.7% | -5.1% | +6.8% | +3.5% |
| 30D | +15.6% | +0.2% | +15.5% | +15.5% |
| 3M | +46.5% | +6.3% | +40.2% | +43.0% |
| 6M | +55.0% | +9.4% | +45.6% | +49.1% |
| YTD | +105.3% | +15.0% | +90.3% | +92.6% |
| 1Y | +101.6% | +55.4% | +46.1% | +67.4% |
| 3Y | +134.1% | +173.8% | -39.7% | +52.1% |
| 5Y | +368.7% | +395.2% | -26.5% | +133.7% |
| All | +378.1% | +294.8% | +83.3% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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