+363.8%
PSX vs A
-14.2%
+378.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.2% | +2.1% |
| 7D | +2.8% | -2.1% | +4.9% | +3.2% |
| 30D | +27.8% | +0.6% | +27.2% | +27.5% |
| 3M | +42.0% | +10.9% | +31.1% | +38.6% |
| 6M | +58.1% | +28.2% | +30.0% | +48.6% |
| YTD | +105.0% | +8.6% | +96.5% | +100.3% |
| 1Y | +104.9% | +15.5% | +89.4% | +96.3% |
| 3Y | +134.1% | +31.8% | +102.3% | +113.4% |
| 5Y | +363.8% | -14.9% | +378.7% | +293.1% |
| All | +363.8% | -14.2% | +378.1% | +293.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling