+345.0%
PSX vs AA
+10.5%
+334.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | +4.5% | -0.7% | +5.2% | +4.7% |
| 30D | +26.6% | +5.0% | +21.6% | +25.0% |
| 3M | +39.3% | -35.8% | +75.1% | +51.8% |
| 6M | +56.8% | -18.4% | +75.2% | +60.1% |
| YTD | +101.8% | -5.5% | +107.3% | +97.6% |
| 1Y | +99.6% | +61.0% | +38.6% | +69.3% |
| 3Y | +140.3% | +66.2% | +74.1% | +92.7% |
| All | +345.0% | +10.5% | +334.5% | +272.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling