+302.5%
PSX vs CAPR
+172.3%
+130.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +0.8% |
| 7D | +7.8% | +5.9% | +1.9% | +7.7% |
| 30D | -10.9% | +44.6% | -55.5% | -11.2% |
| 3M | +14.5% | +126.4% | -111.9% | +13.3% |
| 6M | +56.1% | -68.6% | +124.7% | +56.7% |
| YTD | +109.6% | -67.0% | +176.6% | +110.0% |
| 1Y | +95.5% | +65.2% | +30.4% | +86.3% |
| 3Y | +156.2% | +235.6% | -79.4% | +117.4% |
| All | +302.5% | +172.3% | +130.2% | +222.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling