+594.5%
PSX vs CNH
+64.7%
+529.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.9% | -1.5% |
| 7D | +4.5% | +23.3% | -18.7% | -4.5% |
| 30D | +26.6% | +33.5% | -6.8% | +11.3% |
| 3M | +39.3% | +32.7% | +6.5% | +21.2% |
| 6M | +56.8% | +22.2% | +34.6% | +38.8% |
| YTD | +101.8% | +57.7% | +44.1% | +58.5% |
| 1Y | +99.6% | +28.0% | +71.6% | +71.4% |
| 3Y | +140.3% | +11.5% | +128.8% | +113.2% |
| 5Y | +339.3% | +11.9% | +327.5% | +271.3% |
| 10Y | +369.9% | +162.8% | +207.1% | +156.7% |
| All | +594.5% | +64.7% | +529.8% | +307.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling