+132.2%
PSX vs AA
+52.9%
+79.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.0% |
| 7D | -13.1% | +0.9% | -14.0% | -13.3% |
| 30D | -9.5% | -6.7% | -2.9% | -8.5% |
| 3M | +20.2% | -16.3% | +36.5% | +23.5% |
| 6M | +44.9% | -37.1% | +82.0% | +55.4% |
| YTD | +94.4% | -25.0% | +119.4% | +97.2% |
| 1Y | +83.1% | +8.6% | +74.5% | +68.6% |
| 3Y | +132.2% | +57.2% | +74.9% | +89.4% |
| All | +132.2% | +52.9% | +79.3% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling