+103.0%
PSX vs A
+13.9%
+89.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +0.6% |
| 7D | +1.8% | -4.4% | +6.2% | +1.6% |
| 30D | +21.6% | -2.7% | +24.3% | +21.5% |
| 3M | +46.5% | +7.0% | +39.4% | +46.8% |
| 6M | +62.0% | +24.6% | +37.4% | +63.0% |
| YTD | +106.3% | +7.0% | +99.3% | +109.1% |
| 1Y | +103.0% | +15.6% | +87.4% | +108.4% |
| All | +103.0% | +13.9% | +89.1% | +108.4% |
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