+156.2%
PSX vs CAH
+180.6%
-24.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +7.8% | +3.5% | +4.4% | +7.6% |
| 30D | -10.9% | +13.5% | -24.4% | -11.4% |
| 3M | +14.5% | +21.8% | -7.4% | +13.3% |
| 6M | +56.1% | +51.5% | +4.6% | +52.2% |
| YTD | +109.6% | +38.1% | +71.5% | +104.8% |
| 1Y | +95.5% | +37.7% | +57.8% | +91.0% |
| 3Y | +156.2% | +179.6% | -23.4% | +116.7% |
| All | +156.2% | +180.6% | -24.4% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling