+345.0%
PSX vs CSGP
-64.7%
+409.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | +4.5% | -4.1% | +8.6% | +5.1% |
| 30D | +26.6% | +2.3% | +24.3% | +26.0% |
| 3M | +39.3% | -8.2% | +47.4% | +40.5% |
| 6M | +56.8% | -35.1% | +91.9% | +66.2% |
| YTD | +101.8% | -54.0% | +155.9% | +124.9% |
| 1Y | +99.6% | -65.3% | +164.9% | +134.2% |
| 3Y | +140.3% | -62.6% | +202.9% | +174.2% |
| All | +345.0% | -64.7% | +409.7% | +484.6% |
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