+96.9%
PSX vs A
+24.4%
+72.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.5% |
| 7D | -5.2% | -2.4% | -2.8% | -5.3% |
| 30D | -3.7% | +3.6% | -7.3% | -3.5% |
| 3M | +26.8% | +27.5% | -0.7% | +27.9% |
| 6M | +47.3% | +58.5% | -11.2% | +48.6% |
| YTD | +105.4% | +31.2% | +74.2% | +111.7% |
| 1Y | +96.9% | +22.2% | +74.7% | +105.0% |
| All | +96.9% | +24.4% | +72.5% | +105.0% |
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