+154.3%
PSX vs CP
+37.0%
+117.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.3% |
| 7D | +6.4% | +0.9% | +5.5% | +6.1% |
| 30D | -10.2% | +10.3% | -20.5% | -13.4% |
| 3M | +17.2% | +2.3% | +14.9% | +16.0% |
| 6M | +51.8% | +10.7% | +41.0% | +45.3% |
| YTD | +108.0% | +29.3% | +78.7% | +83.3% |
| 1Y | +96.1% | +31.5% | +64.7% | +71.4% |
| All | +154.3% | +37.0% | +117.2% | +115.9% |
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