+104.9%
PSX vs CNH
+20.6%
+84.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.1% | +1.6% |
| 7D | +2.8% | +8.8% | -6.0% | +2.7% |
| 30D | +27.8% | +24.7% | +3.1% | +27.8% |
| 3M | +42.0% | +27.3% | +14.7% | +42.1% |
| 6M | +58.1% | +23.2% | +35.0% | +58.8% |
| YTD | +105.0% | +48.9% | +56.1% | +97.3% |
| 1Y | +104.9% | +19.4% | +85.5% | +100.7% |
| All | +104.9% | +20.6% | +84.4% | +100.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling