+357.1%
PSX vs AG
+72.5%
+284.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.3% |
| 7D | -0.4% | -4.0% | +3.7% | -0.1% |
| 30D | -8.1% | -13.1% | +5.0% | -7.3% |
| 3M | +15.9% | -22.0% | +37.9% | +17.6% |
| 6M | +49.4% | -37.3% | +86.6% | +53.4% |
| YTD | +104.7% | -11.2% | +115.8% | +101.2% |
| 1Y | +89.1% | +23.9% | +65.2% | +79.8% |
| 3Y | +151.7% | +225.1% | -73.4% | +111.1% |
| 5Y | +298.3% | +7.7% | +290.6% | +259.2% |
| 10Y | +357.1% | +86.9% | +270.2% | +282.8% |
| All | +357.1% | +72.5% | +284.6% | +282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling