+86.2%
PSX vs AA
+4.5%
+81.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.8% |
| 7D | -7.8% | +1.2% | -9.1% | -7.8% |
| 30D | -9.9% | -5.0% | -4.9% | -9.7% |
| 3M | +16.9% | -22.2% | +39.2% | +17.6% |
| 6M | +48.0% | -36.3% | +84.3% | +49.6% |
| YTD | +98.3% | -24.2% | +122.5% | +96.9% |
| 1Y | +86.2% | +3.9% | +82.3% | +83.8% |
| All | +86.2% | +4.5% | +81.6% | +83.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling