+370.1%
PSX vs CAPR
-77.1%
+447.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +1.7% |
| 7D | +2.8% | -9.5% | +12.3% | +3.0% |
| 30D | +27.8% | +121.5% | -93.8% | +25.4% |
| 3M | +42.0% | -65.4% | +107.4% | +43.0% |
| 6M | +58.1% | -67.5% | +125.6% | +59.2% |
| YTD | +105.0% | -68.6% | +173.6% | +106.2% |
| 1Y | +104.9% | +42.7% | +62.2% | +89.9% |
| 3Y | +134.1% | +43.4% | +90.7% | +107.9% |
| 5Y | +363.8% | +86.0% | +277.8% | +301.6% |
| 10Y | +370.1% | -77.4% | +447.5% | +285.2% |
| All | +370.1% | -77.1% | +447.2% | +285.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling