+1,067.6%
PSX vs AA
+83.9%
+983.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.4% |
| 7D | -13.1% | +0.9% | -14.0% | -13.4% |
| 30D | -9.5% | -6.7% | -2.9% | -8.0% |
| 3M | +20.2% | -16.3% | +36.5% | +25.5% |
| 6M | +44.9% | -37.1% | +82.0% | +61.7% |
| YTD | +94.4% | -25.0% | +119.4% | +101.5% |
| 1Y | +83.1% | +8.6% | +74.5% | +68.1% |
| 3Y | +132.2% | +57.2% | +74.9% | +77.4% |
| 5Y | +278.8% | -13.0% | +291.9% | +217.2% |
| 10Y | +354.2% | +65.5% | +288.6% | +137.2% |
| All | +1,067.6% | +83.9% | +983.6% | +370.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling