+1,129.2%
PSX vs A
+556.7%
+572.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | -0.4% | -0.1% | -0.2% | -0.3% |
| 30D | -8.1% | +3.3% | -11.4% | -9.3% |
| 3M | +15.9% | +18.5% | -2.6% | +8.1% |
| 6M | +49.4% | +59.3% | -9.9% | +23.0% |
| YTD | +104.7% | +31.0% | +73.6% | +80.5% |
| 1Y | +89.1% | +19.3% | +69.8% | +73.0% |
| 3Y | +151.7% | +66.8% | +84.9% | +93.7% |
| 5Y | +298.3% | +15.5% | +282.8% | +246.6% |
| 10Y | +357.1% | +312.3% | +44.7% | +108.0% |
| All | +1,129.2% | +556.7% | +572.4% | +327.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling