+345.8%
PSX vs CI
+158.0%
+187.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.7% |
| 7D | -8.0% | +0.1% | -8.1% | -8.1% |
| 30D | -9.0% | +4.7% | -13.7% | -10.8% |
| 3M | +24.7% | +5.2% | +19.5% | +21.7% |
| 6M | +49.3% | +3.8% | +45.6% | +45.7% |
| YTD | +100.2% | +9.2% | +91.0% | +90.4% |
| 1Y | +88.8% | +14.3% | +74.6% | +76.1% |
| 3Y | +152.5% | +8.4% | +144.0% | +126.1% |
| 5Y | +283.2% | +50.0% | +233.2% | +178.8% |
| 10Y | +345.8% | +142.2% | +203.6% | +176.6% |
| All | +345.8% | +158.0% | +187.8% | +176.6% |
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