+358.2%
PSX vs CP
+259.0%
+99.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.2% |
| 7D | +6.4% | +0.9% | +5.5% | +5.9% |
| 30D | -10.2% | +10.3% | -20.5% | -15.2% |
| 3M | +17.2% | +2.3% | +14.9% | +15.1% |
| 6M | +51.8% | +10.7% | +41.0% | +42.0% |
| YTD | +108.0% | +29.3% | +78.7% | +75.6% |
| 1Y | +96.1% | +31.5% | +64.7% | +63.9% |
| 3Y | +155.9% | +36.7% | +119.1% | +104.2% |
| 5Y | +306.9% | +26.8% | +280.1% | +229.7% |
| All | +358.2% | +259.0% | +99.1% | +109.4% |
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