+96.9%
PSX vs CPB
-18.4%
+115.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.9% | -10.4% | -4.3% |
| 7D | -5.2% | +13.0% | -18.1% | -4.9% |
| 30D | -3.7% | +20.5% | -24.3% | -3.5% |
| 3M | +26.8% | +2.2% | +24.6% | +27.5% |
| 6M | +47.3% | +15.4% | +31.9% | +48.0% |
| YTD | +105.4% | -12.3% | +117.7% | +105.6% |
| 1Y | +96.9% | -18.0% | +114.9% | +99.7% |
| All | +96.9% | -18.4% | +115.4% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling