+83.1%
PSX vs CSGP
-56.4%
+139.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.1% | -0.4% |
| 7D | -13.1% | +1.3% | -14.4% | -13.2% |
| 30D | -9.5% | +10.7% | -20.2% | -10.0% |
| 3M | +20.2% | +3.3% | +16.9% | +19.7% |
| 6M | +44.9% | -10.3% | +55.2% | +44.1% |
| YTD | +94.4% | -54.6% | +149.0% | +87.1% |
| 1Y | +83.1% | -54.6% | +137.7% | +75.8% |
| All | +83.1% | -56.4% | +139.5% | +75.8% |
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