+302.5%
PSX vs CF
+114.1%
+188.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +7.8% | +4.8% | +3.0% | +6.1% |
| 30D | -10.9% | +4.7% | -15.6% | -12.5% |
| 3M | +14.5% | +7.4% | +7.1% | +11.2% |
| 6M | +56.1% | +0.6% | +55.5% | +54.5% |
| YTD | +109.6% | +64.1% | +45.5% | +71.6% |
| 1Y | +95.5% | +51.4% | +44.1% | +64.7% |
| 3Y | +156.2% | +67.8% | +88.4% | +102.9% |
| All | +302.5% | +114.1% | +188.4% | +184.3% |
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