+156.2%
PSX vs CFG
+191.5%
-35.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.5% |
| 7D | +7.8% | +3.2% | +4.6% | +6.6% |
| 30D | -10.9% | +5.1% | -16.0% | -12.6% |
| 3M | +14.5% | -11.2% | +25.7% | +19.3% |
| 6M | +56.1% | +9.6% | +46.6% | +48.9% |
| YTD | +109.6% | +15.0% | +94.6% | +93.6% |
| 1Y | +95.5% | +29.9% | +65.7% | +70.6% |
| 3Y | +156.2% | +192.1% | -35.9% | +76.4% |
| All | +156.2% | +191.5% | -35.3% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling