+99.6%
PSX vs A
+21.7%
+78.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +4.5% | -1.9% | +6.5% | +4.5% |
| 30D | +26.6% | +6.9% | +19.7% | +27.0% |
| 3M | +39.3% | +9.2% | +30.0% | +39.9% |
| 6M | +56.8% | +25.7% | +31.1% | +58.5% |
| YTD | +101.8% | +11.5% | +90.3% | +104.9% |
| 1Y | +99.6% | +18.4% | +81.2% | +105.3% |
| All | +99.6% | +21.7% | +78.0% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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