+134.1%
PSX vs CG
+56.8%
+77.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.1% |
| 7D | +2.8% | -1.3% | +4.1% | +3.1% |
| 30D | +27.8% | -3.2% | +30.9% | +28.6% |
| 3M | +42.0% | +6.2% | +35.8% | +38.9% |
| 6M | +58.1% | -4.7% | +62.8% | +58.4% |
| YTD | +105.0% | -20.6% | +125.6% | +115.7% |
| 1Y | +104.9% | -26.4% | +131.3% | +119.9% |
| 3Y | +134.1% | +55.4% | +78.7% | +104.9% |
| All | +134.1% | +56.8% | +77.3% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling