+361.6%
PSX vs CG
+278.5%
+83.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.4% |
| 7D | +7.8% | +0.2% | +7.6% | +7.6% |
| 30D | -10.9% | +11.2% | -22.1% | -14.7% |
| 3M | +14.5% | -22.1% | +36.6% | +24.4% |
| 6M | +56.1% | -17.9% | +74.0% | +64.7% |
| YTD | +109.6% | -31.3% | +140.9% | +133.3% |
| 1Y | +95.5% | -24.0% | +119.5% | +108.5% |
| 3Y | +156.2% | +45.0% | +111.2% | +98.8% |
| 5Y | +310.0% | -22.6% | +332.6% | +299.0% |
| All | +361.6% | +278.5% | +83.2% | +123.5% |
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