+338.3%
PSX vs CF
+494.2%
-155.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -2.0% |
| 7D | -7.8% | +4.8% | -12.6% | -9.9% |
| 30D | -9.9% | +9.7% | -19.6% | -13.7% |
| 3M | +16.9% | +1.2% | +15.7% | +15.4% |
| 6M | +48.0% | +7.4% | +40.6% | +41.4% |
| YTD | +98.3% | +60.5% | +37.8% | +55.5% |
| 1Y | +86.2% | +50.7% | +35.4% | +50.0% |
| 3Y | +144.0% | +64.8% | +79.2% | +82.3% |
| 5Y | +287.7% | +115.8% | +171.9% | +136.7% |
| 10Y | +338.3% | +481.0% | -142.7% | +76.4% |
| All | +338.3% | +494.2% | -155.9% | +76.4% |
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