+1,067.6%
PSX vs COO
+206.1%
+861.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | -13.1% | +4.7% | -17.8% | -14.6% |
| 30D | -9.5% | +13.9% | -23.4% | -13.6% |
| 3M | +20.2% | -14.9% | +35.1% | +25.6% |
| 6M | +44.9% | +2.0% | +42.9% | +41.1% |
| YTD | +94.4% | -23.9% | +118.3% | +109.2% |
| 1Y | +83.1% | -9.6% | +92.7% | +84.6% |
| 3Y | +132.2% | -25.4% | +157.6% | +141.8% |
| 5Y | +278.8% | -41.2% | +320.0% | +322.0% |
| 10Y | +354.2% | +42.1% | +312.1% | +258.0% |
| All | +1,067.6% | +206.1% | +861.5% | +582.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling