+1,112.1%
PSX vs COO
+241.6%
+870.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | +4.5% | -2.2% | +6.8% | +5.3% |
| 30D | +26.6% | -7.0% | +33.6% | +29.7% |
| 3M | +39.3% | +12.2% | +27.1% | +33.0% |
| 6M | +56.8% | -15.1% | +71.9% | +64.4% |
| YTD | +101.8% | -15.1% | +116.9% | +111.4% |
| 1Y | +99.6% | +2.3% | +97.3% | +94.3% |
| 3Y | +140.3% | -23.7% | +164.0% | +151.8% |
| 5Y | +339.3% | -38.9% | +378.3% | +392.0% |
| 10Y | +369.9% | +49.9% | +319.9% | +267.7% |
| All | +1,112.1% | +241.6% | +870.5% | +589.4% |
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 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