+99.6%
PSX vs CAPR
+48.7%
+50.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | +4.5% | -2.0% | +6.5% | +4.5% |
| 30D | +26.6% | +139.2% | -112.6% | +26.3% |
| 3M | +39.3% | -66.4% | +105.6% | +39.5% |
| 6M | +56.8% | -63.1% | +120.0% | +57.0% |
| YTD | +101.8% | -67.4% | +169.2% | +102.1% |
| 1Y | +99.6% | +58.2% | +41.4% | +96.5% |
| All | +99.6% | +48.7% | +50.9% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling