+86.2%
PSX vs CART
+51.1%
+35.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -7.8% | +0.3% | -8.1% | -7.8% |
| 30D | -9.9% | +22.4% | -32.3% | -9.5% |
| 3M | +16.9% | +15.6% | +1.3% | +17.2% |
| 6M | +48.0% | +44.9% | +3.1% | +47.5% |
| YTD | +98.3% | +30.0% | +68.4% | +100.0% |
| 1Y | +86.2% | +56.6% | +29.5% | +71.0% |
| All | +86.2% | +51.1% | +35.0% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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