+345.8%
PSX vs COO
+40.7%
+305.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.2% |
| 7D | -8.0% | +4.3% | -12.3% | -9.3% |
| 30D | -9.0% | +17.6% | -26.6% | -13.9% |
| 3M | +24.7% | -13.9% | +38.6% | +29.9% |
| 6M | +49.3% | +6.6% | +42.8% | +43.5% |
| YTD | +100.2% | -22.0% | +122.2% | +113.9% |
| 1Y | +88.8% | -8.8% | +97.6% | +90.1% |
| 3Y | +152.5% | -21.5% | +174.0% | +157.5% |
| 5Y | +283.2% | -41.0% | +324.2% | +330.9% |
| 10Y | +345.8% | +40.9% | +304.9% | +302.9% |
| All | +345.8% | +40.7% | +305.1% | +302.9% |
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