+368.4%
PSX vs CF
+569.3%
-200.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.6% |
| 7D | +4.5% | +6.0% | -1.5% | +1.9% |
| 30D | +26.6% | +14.8% | +11.8% | +18.9% |
| 3M | +39.3% | +14.1% | +25.2% | +30.7% |
| 6M | +56.8% | +28.5% | +28.3% | +37.3% |
| YTD | +101.8% | +74.9% | +26.9% | +53.8% |
| 1Y | +99.6% | +61.7% | +37.9% | +56.8% |
| 3Y | +140.3% | +80.3% | +60.0% | +73.6% |
| 5Y | +339.3% | +226.0% | +113.4% | +122.8% |
| All | +368.4% | +569.3% | -200.9% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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