+104.9%
PSX vs COO
-2.5%
+107.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +1.5% |
| 7D | +2.8% | -2.3% | +5.1% | +2.8% |
| 30D | +27.8% | -8.8% | +36.6% | +27.5% |
| 3M | +42.0% | +1.3% | +40.7% | +42.2% |
| 6M | +58.1% | -11.6% | +69.7% | +61.0% |
| YTD | +105.0% | -17.4% | +122.4% | +110.5% |
| 1Y | +104.9% | -1.6% | +106.5% | +108.7% |
| All | +104.9% | -2.5% | +107.4% | +108.7% |
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