+302.5%
PSX vs CP
+25.5%
+277.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.9% |
| 7D | +7.8% | +2.1% | +5.7% | +6.9% |
| 30D | -10.9% | +9.3% | -20.2% | -14.3% |
| 3M | +14.5% | +0.5% | +14.0% | +13.9% |
| 6M | +56.1% | +10.4% | +45.7% | +48.7% |
| YTD | +109.6% | +28.7% | +80.9% | +84.0% |
| 1Y | +95.5% | +33.2% | +62.3% | +68.8% |
| 3Y | +156.2% | +38.4% | +117.8% | +113.5% |
| All | +302.5% | +25.5% | +277.0% | +242.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling