+370.1%
PSX vs COO
+43.7%
+326.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.5% |
| 7D | +2.8% | -2.3% | +5.1% | +3.6% |
| 30D | +27.8% | -8.8% | +36.6% | +31.7% |
| 3M | +42.0% | +1.3% | +40.7% | +40.6% |
| 6M | +58.1% | -11.6% | +69.7% | +63.4% |
| YTD | +105.0% | -17.4% | +122.4% | +116.9% |
| 1Y | +104.9% | -1.6% | +106.5% | +102.1% |
| 3Y | +134.1% | -22.6% | +156.7% | +143.2% |
| 5Y | +363.8% | -40.3% | +404.2% | +428.3% |
| 10Y | +370.1% | +45.2% | +324.9% | +318.9% |
| All | +370.1% | +43.7% | +326.4% | +318.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling