+345.0%
PSX vs CF
+227.0%
+118.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.3% |
| 7D | +4.5% | +6.0% | -1.5% | +2.4% |
| 30D | +26.6% | +14.8% | +11.8% | +20.2% |
| 3M | +39.3% | +14.1% | +25.2% | +32.2% |
| 6M | +56.8% | +28.5% | +28.3% | +40.9% |
| YTD | +101.8% | +74.9% | +26.9% | +61.7% |
| 1Y | +99.6% | +61.7% | +37.9% | +64.0% |
| 3Y | +140.3% | +80.3% | +60.0% | +84.8% |
| All | +345.0% | +227.0% | +118.0% | +159.5% |
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