+361.6%
PSX vs AA
+42.1%
+319.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +1.3% |
| 7D | +7.8% | +0.5% | +7.3% | +7.6% |
| 30D | -10.9% | -0.6% | -10.3% | -11.0% |
| 3M | +14.5% | -19.7% | +34.1% | +21.0% |
| 6M | +56.1% | -41.6% | +97.7% | +78.0% |
| YTD | +109.6% | -24.6% | +134.2% | +116.7% |
| 1Y | +95.5% | +4.9% | +90.6% | +81.6% |
| 3Y | +156.2% | +66.8% | +89.4% | +91.1% |
| 5Y | +310.0% | -19.4% | +329.4% | +251.4% |
| All | +361.6% | +42.1% | +319.5% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling