+1,073.8%
PSX vs CSGP
+372.6%
+701.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.2% | -4.4% |
| 7D | -9.7% | +13.9% | -23.6% | -13.0% |
| 30D | -8.4% | +16.0% | -24.4% | -12.9% |
| 3M | +22.6% | +6.1% | +16.5% | +18.9% |
| 6M | +38.8% | -8.2% | +46.9% | +39.3% |
| YTD | +95.5% | -52.3% | +147.8% | +133.6% |
| 1Y | +87.1% | -54.5% | +141.6% | +126.4% |
| 3Y | +133.5% | -58.6% | +192.1% | +184.5% |
| 5Y | +280.9% | -61.5% | +342.4% | +357.9% |
| 10Y | +356.6% | +74.7% | +281.9% | +217.0% |
| All | +1,073.8% | +372.6% | +701.2% | +472.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling