+346.6%
PSX vs CSGP
+63.3%
+283.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.1% | +0.6% |
| 7D | -13.1% | +1.3% | -14.4% | -13.5% |
| 30D | -9.5% | +10.7% | -20.2% | -12.6% |
| 3M | +20.2% | +3.3% | +16.9% | +17.6% |
| 6M | +44.9% | -10.3% | +55.2% | +46.2% |
| YTD | +94.4% | -54.6% | +149.0% | +132.9% |
| 1Y | +83.1% | -54.6% | +137.7% | +119.1% |
| 3Y | +132.2% | -60.3% | +192.5% | +182.8% |
| 5Y | +278.8% | -63.3% | +342.1% | +360.7% |
| All | +346.6% | +63.3% | +283.3% | +285.7% |
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