+358.2%
PSX vs CG
+274.5%
+83.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +3.2% |
| 7D | +6.4% | -1.5% | +7.9% | +6.9% |
| 30D | -10.2% | +5.7% | -15.9% | -12.5% |
| 3M | +17.2% | -17.9% | +35.0% | +24.8% |
| 6M | +51.8% | -20.2% | +72.0% | +61.8% |
| YTD | +108.0% | -32.0% | +140.0% | +132.4% |
| 1Y | +96.1% | -27.0% | +123.1% | +112.5% |
| 3Y | +155.9% | +42.8% | +113.1% | +99.7% |
| 5Y | +306.9% | -23.4% | +330.4% | +297.5% |
| All | +358.2% | +274.5% | +83.6% | +122.6% |
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