+370.1%
PSX vs CPB
-45.7%
+415.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.5% |
| 7D | +2.8% | -8.2% | +11.0% | +3.4% |
| 30D | +27.8% | -5.6% | +33.4% | +28.2% |
| 3M | +42.0% | +3.0% | +39.1% | +41.5% |
| 6M | +58.1% | -12.7% | +70.8% | +59.3% |
| YTD | +105.0% | -18.0% | +123.0% | +107.4% |
| 1Y | +104.9% | -31.7% | +136.6% | +110.4% |
| 3Y | +134.1% | -41.0% | +175.0% | +142.3% |
| 5Y | +363.8% | -38.4% | +402.2% | +377.0% |
| 10Y | +370.1% | -45.0% | +415.1% | +391.7% |
| All | +370.1% | -45.7% | +415.8% | +391.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling