+349.0%
PSX vs CSGP
+71.3%
+277.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.2% | -4.4% |
| 7D | -9.7% | +13.9% | -23.6% | -12.7% |
| 30D | -8.4% | +16.0% | -24.4% | -12.5% |
| 3M | +22.6% | +6.1% | +16.5% | +19.2% |
| 6M | +38.8% | -8.2% | +46.9% | +39.3% |
| YTD | +95.5% | -52.3% | +147.8% | +131.5% |
| 1Y | +87.1% | -54.5% | +141.6% | +124.3% |
| 3Y | +133.5% | -58.6% | +192.1% | +181.6% |
| 5Y | +280.9% | -61.5% | +342.4% | +357.8% |
| All | +349.0% | +71.3% | +277.7% | +283.3% |
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