+370.1%
PSX vs CI
+142.6%
+227.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.3% |
| 7D | +2.8% | -2.0% | +4.8% | +3.6% |
| 30D | +27.8% | -1.8% | +29.6% | +28.5% |
| 3M | +42.0% | -4.2% | +46.3% | +43.8% |
| 6M | +58.1% | +2.7% | +55.4% | +54.8% |
| YTD | +105.0% | +1.9% | +103.1% | +101.1% |
| 1Y | +104.9% | -6.3% | +111.2% | +104.8% |
| 3Y | +134.1% | +3.9% | +130.2% | +113.3% |
| 5Y | +363.8% | +41.9% | +322.0% | +246.3% |
| 10Y | +370.1% | +140.4% | +229.7% | +196.6% |
| All | +370.1% | +142.6% | +227.5% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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