+141.2%
PSX vs CFG
+180.9%
-39.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +4.5% | +1.5% | +3.0% | +4.0% |
| 30D | +26.6% | -3.8% | +30.4% | +28.3% |
| 3M | +39.3% | +11.5% | +27.8% | +33.2% |
| 6M | +56.8% | +19.2% | +37.6% | +45.2% |
| YTD | +101.8% | +23.7% | +78.1% | +83.3% |
| 1Y | +99.6% | +38.8% | +60.8% | +72.1% |
| All | +141.2% | +180.9% | -39.6% | +71.8% |
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