+358.2%
PSX vs CPB
-40.8%
+398.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | +6.4% | -5.8% | +12.2% | +6.8% |
| 30D | -10.2% | +16.5% | -26.7% | -11.2% |
| 3M | +17.2% | -1.1% | +18.3% | +17.1% |
| 6M | +51.8% | +11.5% | +40.3% | +50.3% |
| YTD | +108.0% | -15.7% | +123.8% | +109.8% |
| 1Y | +96.1% | -24.7% | +120.8% | +99.6% |
| 3Y | +155.9% | -37.3% | +193.2% | +163.3% |
| 5Y | +306.9% | -35.0% | +342.0% | +316.5% |
| All | +358.2% | -40.8% | +398.9% | +364.5% |
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