+99.6%
PSX vs COO
+4.1%
+95.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.1% |
| 7D | +4.5% | -2.2% | +6.8% | +4.5% |
| 30D | +26.6% | -7.0% | +33.6% | +26.4% |
| 3M | +39.3% | +12.2% | +27.1% | +39.7% |
| 6M | +56.8% | -15.1% | +71.9% | +61.3% |
| YTD | +101.8% | -15.1% | +116.9% | +107.2% |
| 1Y | +99.6% | +2.3% | +97.3% | +103.8% |
| All | +99.6% | +4.1% | +95.5% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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