+338.3%
PSX vs CP
+255.2%
+83.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | -7.8% | +2.8% | -10.6% | -9.3% |
| 30D | -9.9% | +11.0% | -20.9% | -15.2% |
| 3M | +16.9% | +3.8% | +13.1% | +13.9% |
| 6M | +48.0% | +9.5% | +38.5% | +39.2% |
| YTD | +98.3% | +28.2% | +70.1% | +68.2% |
| 1Y | +86.2% | +33.0% | +53.2% | +54.4% |
| 3Y | +144.0% | +35.5% | +108.4% | +95.6% |
| 5Y | +287.7% | +25.8% | +261.9% | +215.5% |
| 10Y | +338.3% | +250.7% | +87.6% | +101.7% |
| All | +338.3% | +255.2% | +83.1% | +101.7% |
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