+1,231.4%
PSX vs CG
+295.0%
+936.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.7% |
| 7D | -0.4% | -3.8% | +3.4% | +1.0% |
| 30D | -8.1% | +7.5% | -15.6% | -10.9% |
| 3M | +15.9% | -14.4% | +30.3% | +21.5% |
| 6M | +49.4% | -15.7% | +65.0% | +56.0% |
| YTD | +104.7% | -29.0% | +133.6% | +124.5% |
| 1Y | +89.1% | -22.1% | +111.2% | +99.7% |
| 3Y | +151.7% | +49.1% | +102.6% | +97.3% |
| 5Y | +298.3% | -18.4% | +316.7% | +276.9% |
| 10Y | +357.1% | +295.1% | +62.0% | +121.3% |
| All | +1,231.4% | +295.0% | +936.4% | +497.5% |
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 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