+1,067.6%
PSX vs CPB
+11.5%
+1,056.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.4% |
| 7D | -13.1% | +8.0% | -21.1% | -14.0% |
| 30D | -9.5% | +22.4% | -31.9% | -11.8% |
| 3M | +20.2% | +2.5% | +17.7% | +19.6% |
| 6M | +44.9% | +12.2% | +32.7% | +42.2% |
| YTD | +94.4% | -12.8% | +107.2% | +96.7% |
| 1Y | +83.1% | -19.2% | +102.2% | +87.1% |
| 3Y | +132.2% | -35.6% | +167.7% | +143.0% |
| 5Y | +278.8% | -31.4% | +310.3% | +289.0% |
| 10Y | +354.2% | -37.9% | +392.1% | +363.8% |
| All | +1,067.6% | +11.5% | +1,056.0% | +759.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling