+277.8%
PSX vs CI
+49.9%
+227.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | -13.1% | -1.6% | -11.6% | -12.9% |
| 30D | -9.5% | +5.4% | -14.9% | -10.4% |
| 3M | +20.2% | +7.3% | +12.9% | +18.6% |
| 6M | +44.9% | +5.3% | +39.6% | +43.1% |
| YTD | +94.4% | +8.5% | +85.9% | +90.8% |
| 1Y | +83.1% | +17.1% | +66.0% | +77.1% |
| 3Y | +132.2% | +1.4% | +130.7% | +126.9% |
| All | +277.8% | +49.9% | +227.9% | +206.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling