+283.2%
PSX vs CF
+112.3%
+170.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -8.0% | -0.9% | -7.1% | -7.9% |
| 30D | -9.0% | +6.9% | -16.0% | -11.3% |
| 3M | +24.7% | +4.8% | +19.9% | +22.1% |
| 6M | +49.3% | +4.7% | +44.7% | +45.5% |
| YTD | +100.2% | +56.5% | +43.7% | +66.7% |
| 1Y | +88.8% | +48.4% | +40.4% | +60.2% |
| 3Y | +152.5% | +59.1% | +93.3% | +103.7% |
| 5Y | +283.2% | +109.5% | +173.7% | +170.8% |
| All | +283.2% | +112.3% | +170.9% | +170.8% |
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