+99.6%
PSX vs CSGP
-64.9%
+164.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.2% |
| 7D | +4.5% | -4.1% | +8.6% | +4.6% |
| 30D | +26.6% | +2.3% | +24.3% | +26.5% |
| 3M | +39.3% | -8.2% | +47.4% | +38.9% |
| 6M | +56.8% | -35.1% | +91.9% | +53.0% |
| YTD | +101.8% | -54.0% | +155.9% | +91.2% |
| 1Y | +99.6% | -65.3% | +164.9% | +83.1% |
| All | +99.6% | -64.9% | +164.5% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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