+1,212.9%
PSX vs CG
+351.2%
+861.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | +4.5% | -4.3% | +8.9% | +6.1% |
| 30D | +26.6% | -5.1% | +31.7% | +28.7% |
| 3M | +39.3% | +8.7% | +30.6% | +33.8% |
| 6M | +56.8% | -9.2% | +66.0% | +59.6% |
| YTD | +101.8% | -18.9% | +120.7% | +112.4% |
| 1Y | +99.6% | -25.6% | +125.2% | +115.7% |
| 3Y | +140.3% | +57.3% | +83.1% | +85.8% |
| 5Y | +339.3% | +10.2% | +329.2% | +268.7% |
| 10Y | +369.9% | +364.2% | +5.6% | +115.9% |
| All | +1,212.9% | +351.2% | +861.7% | +465.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling