+386.6%
PSX vs CG
+324.5%
+62.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +2.1% |
| 7D | +1.8% | -6.4% | +8.3% | +4.3% |
| 30D | +21.6% | -7.1% | +28.7% | +24.6% |
| 3M | +46.5% | -1.6% | +48.0% | +45.8% |
| 6M | +62.0% | -8.3% | +70.3% | +64.1% |
| YTD | +106.3% | -23.8% | +130.1% | +122.5% |
| 1Y | +103.0% | -28.7% | +131.7% | +123.2% |
| 3Y | +135.5% | +49.2% | +86.4% | +82.3% |
| 5Y | +368.5% | +5.5% | +363.0% | +294.3% |
| 10Y | +386.6% | +331.2% | +55.3% | +128.5% |
| All | +386.6% | +324.5% | +62.1% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling