+279.8%
PSX vs CF
+119.1%
+160.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +6.2% | -11.0% | -7.0% |
| 7D | -9.7% | +0.4% | -10.1% | -10.0% |
| 30D | -8.4% | +2.2% | -10.6% | -9.3% |
| 3M | +22.6% | +2.1% | +20.5% | +21.1% |
| 6M | +38.8% | -6.5% | +45.3% | +40.7% |
| YTD | +95.5% | +55.6% | +39.9% | +63.1% |
| 1Y | +87.1% | +42.3% | +44.8% | +61.0% |
| 3Y | +133.5% | +55.7% | +77.8% | +89.8% |
| All | +279.8% | +119.1% | +160.7% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling