+370.1%
PSX vs CNH
+152.9%
+217.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.1% | +4.1% |
| 7D | +2.8% | +8.8% | -6.0% | -1.4% |
| 30D | +27.8% | +24.7% | +3.1% | +14.5% |
| 3M | +42.0% | +27.3% | +14.7% | +24.4% |
| 6M | +58.1% | +23.2% | +35.0% | +37.7% |
| YTD | +105.0% | +48.9% | +56.1% | +61.5% |
| 1Y | +104.9% | +19.4% | +85.5% | +79.1% |
| 3Y | +134.1% | +7.8% | +126.3% | +108.0% |
| 5Y | +363.8% | +8.7% | +355.1% | +285.1% |
| 10Y | +370.1% | +149.5% | +220.6% | +128.2% |
| All | +370.1% | +152.9% | +217.2% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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