+306.9%
PSX vs CSGP
-63.4%
+370.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +6.4% | -6.1% | +12.5% | +7.3% |
| 30D | -10.2% | +0.3% | -10.5% | -10.6% |
| 3M | +17.2% | -1.3% | +18.5% | +16.5% |
| 6M | +51.8% | -8.9% | +60.7% | +52.3% |
| YTD | +108.0% | -55.2% | +163.2% | +130.5% |
| 1Y | +96.1% | -56.4% | +152.5% | +118.2% |
| 3Y | +155.9% | -62.2% | +218.1% | +189.0% |
| 5Y | +306.9% | -63.7% | +370.6% | +393.7% |
| All | +306.9% | -63.4% | +370.3% | +393.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling