+356.6%
PSX vs CPB
-39.6%
+396.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.5% |
| 7D | +4.5% | -8.6% | +13.1% | +5.3% |
| 30D | +26.6% | -7.2% | +33.9% | +27.4% |
| 3M | +39.3% | +0.9% | +38.4% | +38.9% |
| 6M | +56.8% | -11.8% | +68.6% | +58.1% |
| YTD | +101.8% | -19.4% | +121.2% | +105.3% |
| 1Y | +99.6% | -30.4% | +130.0% | +106.4% |
| 3Y | +140.3% | -40.2% | +180.5% | +152.2% |
| All | +356.6% | -39.6% | +396.2% | +356.0% |
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