+1,102.3%
PSX vs CPB
+11.6%
+1,090.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.1% | +3.1% |
| 7D | -8.0% | +3.3% | -11.3% | -8.4% |
| 30D | -9.0% | +19.0% | -28.0% | -11.1% |
| 3M | +24.7% | +0.4% | +24.3% | +24.4% |
| 6M | +49.3% | +13.0% | +36.4% | +46.4% |
| YTD | +100.2% | -12.7% | +112.9% | +102.4% |
| 1Y | +88.8% | -20.9% | +109.7% | +93.5% |
| 3Y | +152.5% | -35.4% | +187.9% | +164.2% |
| 5Y | +283.2% | -32.3% | +315.5% | +294.2% |
| 10Y | +345.8% | -40.5% | +386.3% | +363.4% |
| All | +1,102.3% | +11.6% | +1,090.6% | +784.2% |
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