+101.7%
PSX vs CPB
-31.2%
+132.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.6% |
| 7D | +2.8% | -8.2% | +11.0% | +2.8% |
| 30D | +27.8% | -5.6% | +33.4% | +27.7% |
| 3M | +42.0% | +3.0% | +39.1% | +42.2% |
| 6M | +58.1% | -12.7% | +70.8% | +56.6% |
| YTD | +105.0% | -18.0% | +123.0% | +103.0% |
| All | +101.7% | -31.2% | +132.9% | +100.6% |
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