+130.4%
PSX vs AG
+276.2%
-145.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.2% |
| 7D | +4.5% | +1.0% | +3.5% | +4.5% |
| 30D | +26.6% | +19.2% | +7.4% | +25.6% |
| 3M | +39.3% | +6.2% | +33.1% | +38.7% |
| 6M | +56.8% | -26.7% | +83.5% | +59.2% |
| YTD | +101.8% | +26.1% | +75.7% | +95.7% |
| 1Y | +99.6% | +131.7% | -32.0% | +82.8% |
| All | +130.4% | +276.2% | -145.8% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling