+44.9%
PSX vs COO
+1.4%
+43.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.7% |
| 7D | -13.1% | +4.7% | -17.8% | -12.6% |
| 30D | -9.5% | +13.9% | -23.4% | -8.4% |
| 3M | +20.2% | -14.9% | +35.1% | +19.7% |
| 6M | +44.9% | +2.0% | +42.9% | +49.4% |
| All | +44.9% | +1.4% | +43.5% | +49.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling