+277.8%
PSX vs CFG
+61.2%
+216.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -13.1% | -0.9% | -12.2% | -12.9% |
| 30D | -9.5% | +1.1% | -10.6% | -10.0% |
| 3M | +20.2% | -12.0% | +32.2% | +25.5% |
| 6M | +44.9% | -2.2% | +47.1% | +44.8% |
| YTD | +94.4% | +11.4% | +83.0% | +83.2% |
| 1Y | +83.1% | +27.8% | +55.2% | +63.1% |
| 3Y | +132.2% | +173.3% | -41.1% | +54.7% |
| All | +277.8% | +61.2% | +216.6% | +182.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling