+277.8%
PSX vs CPB
-31.3%
+309.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.5% |
| 7D | -13.1% | +8.0% | -21.1% | -13.5% |
| 30D | -9.5% | +22.4% | -31.9% | -10.8% |
| 3M | +20.2% | +2.5% | +17.7% | +20.1% |
| 6M | +44.9% | +12.2% | +32.7% | +43.5% |
| YTD | +94.4% | -12.8% | +107.2% | +96.3% |
| 1Y | +83.1% | -19.2% | +102.2% | +86.3% |
| 3Y | +132.2% | -35.6% | +167.7% | +141.5% |
| All | +277.8% | -31.3% | +309.1% | +272.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling