+1,073.8%
PSX vs CF
+363.8%
+710.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +6.2% | -11.0% | -7.2% |
| 7D | -9.7% | +0.4% | -10.1% | -10.0% |
| 30D | -8.4% | +2.2% | -10.6% | -9.4% |
| 3M | +22.6% | +2.1% | +20.5% | +20.9% |
| 6M | +38.8% | -6.5% | +45.3% | +40.8% |
| YTD | +95.5% | +55.6% | +39.9% | +60.3% |
| 1Y | +87.1% | +42.3% | +44.8% | +58.7% |
| 3Y | +133.5% | +55.7% | +77.8% | +86.1% |
| 5Y | +280.9% | +122.4% | +158.5% | +151.0% |
| 10Y | +356.6% | +568.5% | -212.0% | +100.6% |
| All | +1,073.8% | +363.8% | +710.0% | +442.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling