+370.1%
PSX vs CFG
+313.6%
+56.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.1% |
| 7D | +2.8% | +2.7% | +0.1% | +1.4% |
| 30D | +27.8% | -3.7% | +31.4% | +30.1% |
| 3M | +42.0% | +9.5% | +32.6% | +34.8% |
| 6M | +58.1% | +22.2% | +35.9% | +40.6% |
| YTD | +105.0% | +22.3% | +82.7% | +81.4% |
| 1Y | +104.9% | +39.4% | +65.5% | +68.5% |
| 3Y | +134.1% | +188.5% | -54.4% | +26.9% |
| 5Y | +363.8% | +101.5% | +262.3% | +189.3% |
| 10Y | +370.1% | +308.6% | +61.5% | +81.6% |
| All | +370.1% | +313.6% | +56.5% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CFG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling