+357.1%
PSX vs CSGP
+65.4%
+291.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | -0.4% | -7.1% | +6.7% | +1.4% |
| 30D | -8.1% | +3.6% | -11.7% | -9.7% |
| 3M | +15.9% | -2.7% | +18.6% | +15.2% |
| 6M | +49.4% | -8.0% | +57.4% | +49.8% |
| YTD | +104.7% | -55.0% | +159.6% | +145.7% |
| 1Y | +89.1% | -55.8% | +144.8% | +127.9% |
| 3Y | +151.7% | -62.0% | +213.7% | +210.6% |
| 5Y | +298.3% | -62.9% | +361.2% | +381.4% |
| 10Y | +357.1% | +62.6% | +294.4% | +296.4% |
| All | +357.1% | +65.4% | +291.6% | +296.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling