+1,112.1%
PSX vs CAH
+745.5%
+366.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | +4.5% | +5.4% | -0.8% | +2.6% |
| 30D | +26.6% | +3.3% | +23.3% | +25.1% |
| 3M | +39.3% | +22.8% | +16.5% | +29.0% |
| 6M | +56.8% | +11.3% | +45.6% | +49.7% |
| YTD | +101.8% | +21.1% | +80.7% | +85.6% |
| 1Y | +99.6% | +67.2% | +32.4% | +60.7% |
| 3Y | +140.3% | +195.6% | -55.3% | +50.9% |
| 5Y | +339.3% | +413.8% | -74.5% | +115.5% |
| 10Y | +369.9% | +309.6% | +60.3% | +130.8% |
| All | +1,112.1% | +745.5% | +366.6% | +397.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling