+1,112.1%
PSX vs CP
+598.7%
+513.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +4.5% | -2.7% | +7.2% | +5.9% |
| 30D | +26.6% | +0.2% | +26.4% | +26.3% |
| 3M | +39.3% | +2.6% | +36.7% | +37.0% |
| 6M | +56.8% | +6.0% | +50.8% | +50.3% |
| YTD | +101.8% | +24.9% | +76.9% | +76.6% |
| 1Y | +99.6% | +20.1% | +79.5% | +77.8% |
| 3Y | +140.3% | +16.4% | +124.0% | +114.3% |
| 5Y | +339.3% | +31.7% | +307.6% | +257.9% |
| 10Y | +369.9% | +223.9% | +146.0% | +140.3% |
| All | +1,112.1% | +598.7% | +513.4% | +322.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling