+1,102.3%
PSX vs A
+568.7%
+533.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +1.8% |
| 7D | -8.0% | +4.8% | -12.8% | -9.6% |
| 30D | -9.0% | +5.6% | -14.7% | -11.0% |
| 3M | +24.7% | +23.6% | +1.1% | +14.6% |
| 6M | +49.3% | +56.4% | -7.0% | +23.8% |
| YTD | +100.2% | +33.4% | +66.8% | +75.4% |
| 1Y | +88.8% | +23.7% | +65.1% | +70.4% |
| 3Y | +152.5% | +71.0% | +81.5% | +92.4% |
| 5Y | +283.2% | +16.8% | +266.4% | +232.3% |
| 10Y | +345.8% | +323.8% | +22.0% | +100.7% |
| All | +1,102.3% | +568.7% | +533.6% | +315.5% |
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