+345.8%
PSX vs CP
+261.0%
+84.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +1.9% |
| 7D | -8.0% | +2.8% | -10.8% | -9.5% |
| 30D | -9.0% | +11.3% | -20.4% | -14.5% |
| 3M | +24.7% | +2.9% | +21.9% | +22.1% |
| 6M | +49.3% | +9.8% | +39.6% | +40.3% |
| YTD | +100.2% | +28.5% | +71.7% | +69.5% |
| 1Y | +88.8% | +33.5% | +55.3% | +56.3% |
| 3Y | +152.5% | +31.9% | +120.6% | +105.7% |
| 5Y | +283.2% | +25.5% | +257.7% | +212.4% |
| 10Y | +345.8% | +257.6% | +88.2% | +103.2% |
| All | +345.8% | +261.0% | +84.8% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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