+132.2%
PSX vs CP
+26.5%
+105.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -13.1% | +2.8% | -15.9% | -14.0% |
| 30D | -9.5% | +10.2% | -19.7% | -12.7% |
| 3M | +20.2% | +2.4% | +17.8% | +18.8% |
| 6M | +44.9% | +7.7% | +37.2% | +40.1% |
| YTD | +94.4% | +26.0% | +68.4% | +73.2% |
| 1Y | +83.1% | +34.6% | +48.4% | +57.7% |
| 3Y | +132.2% | +26.7% | +105.5% | +104.9% |
| All | +132.2% | +26.5% | +105.7% | +104.9% |
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