+1,067.6%
PSX vs CAPR
-94.2%
+1,161.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -0.6% |
| 7D | -13.1% | +41.1% | -54.2% | -13.6% |
| 30D | -9.5% | +11.1% | -20.6% | -9.8% |
| 3M | +20.2% | +115.3% | -95.1% | +18.2% |
| 6M | +44.9% | -73.8% | +118.7% | +46.1% |
| YTD | +94.4% | -68.8% | +163.2% | +95.1% |
| 1Y | +83.1% | +43.3% | +39.8% | +72.1% |
| 3Y | +132.2% | +214.7% | -82.5% | +108.8% |
| 5Y | +278.8% | +141.3% | +137.6% | +238.8% |
| 10Y | +354.2% | -67.0% | +421.2% | +285.8% |
| All | +1,067.6% | -94.2% | +1,161.8% | +921.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling