+133.4%
PSX vs CF
+56.6%
+76.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +6.2% | -11.0% | -6.9% |
| 7D | -9.7% | +0.4% | -10.1% | -9.9% |
| 30D | -8.4% | +2.2% | -10.6% | -9.2% |
| 3M | +22.6% | +2.1% | +20.5% | +21.2% |
| 6M | +38.8% | -6.5% | +45.3% | +40.8% |
| YTD | +95.5% | +55.6% | +39.9% | +65.2% |
| 1Y | +87.1% | +42.3% | +44.8% | +62.7% |
| All | +133.4% | +56.6% | +76.8% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling