+141.2%
PSX vs CP
+17.1%
+124.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +4.5% | -2.7% | +7.2% | +5.5% |
| 30D | +26.6% | +0.2% | +26.4% | +26.4% |
| 3M | +39.3% | +2.6% | +36.7% | +37.6% |
| 6M | +56.8% | +6.0% | +50.8% | +52.5% |
| YTD | +101.8% | +24.9% | +76.9% | +81.3% |
| 1Y | +99.6% | +20.1% | +79.5% | +82.5% |
| All | +141.2% | +17.1% | +124.2% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling