+338.3%
PSX vs AG
+64.1%
+274.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +4.9% | -0.5% |
| 7D | -7.8% | +6.0% | -13.8% | -8.3% |
| 30D | -9.9% | -13.5% | +3.7% | -9.1% |
| 3M | +16.9% | -20.7% | +37.6% | +18.5% |
| 6M | +48.0% | -31.5% | +79.5% | +50.8% |
| YTD | +98.3% | -10.1% | +108.5% | +94.8% |
| 1Y | +86.2% | +26.0% | +60.2% | +76.7% |
| 3Y | +144.0% | +228.9% | -84.9% | +104.3% |
| 5Y | +287.7% | +8.7% | +279.0% | +249.5% |
| 10Y | +338.3% | +71.9% | +266.4% | +267.5% |
| All | +338.3% | +64.1% | +274.2% | +267.5% |
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