+363.8%
PSX vs CG
+9.5%
+354.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +58.2% |
| YTD | +105.0% | -20.6% | +125.6% | +114.6% |
| 1Y | +104.9% | -26.4% | +131.3% | +118.2% |
| 3Y | +134.1% | +55.4% | +78.7% | +98.6% |
| 5Y | +363.8% | +9.8% | +354.0% | +305.8% |
| All | +363.8% | +9.5% | +354.3% | +305.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling