+156.2%
PSX vs CNH
+29.5%
+126.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +7.8% | +3.0% | +4.8% | +6.9% |
| 30D | -10.9% | -0.6% | -10.3% | -11.0% |
| 3M | +14.5% | +14.6% | -0.1% | +9.5% |
| 6M | +56.1% | +11.8% | +44.4% | +48.6% |
| YTD | +109.6% | +30.4% | +79.2% | +84.3% |
| 1Y | +95.5% | +19.1% | +76.5% | +78.1% |
| 3Y | +156.2% | +30.2% | +126.0% | +126.0% |
| All | +156.2% | +29.5% | +126.7% | +126.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling