+386.6%
PSX vs AG
+64.8%
+321.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | +0.5% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +21.6% | +12.5% | +9.2% | +20.4% |
| 3M | +46.5% | +28.2% | +18.3% | +42.9% |
| 6M | +62.0% | -18.8% | +80.8% | +63.1% |
| YTD | +106.3% | +27.4% | +78.9% | +97.9% |
| 1Y | +103.0% | +132.2% | -29.2% | +82.5% |
| 3Y | +135.5% | +286.9% | -151.3% | +95.5% |
| 5Y | +368.5% | +72.8% | +295.7% | +308.7% |
| 10Y | +386.6% | +74.6% | +312.0% | +313.6% |
| All | +386.6% | +64.8% | +321.7% | +313.6% |
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