+102.5%
PSX vs AA
+55.5%
+47.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.7% |
| 7D | +1.5% | -5.4% | +6.9% | +1.7% |
| 30D | +15.8% | -10.7% | +26.5% | +16.3% |
| 3M | +43.0% | -26.2% | +69.2% | +45.0% |
| 6M | +61.1% | -20.9% | +82.0% | +62.1% |
| YTD | +104.5% | -8.6% | +113.2% | +102.0% |
| 1Y | +102.5% | +57.4% | +45.1% | +96.4% |
| All | +102.5% | +55.5% | +47.0% | +96.4% |
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