+152.5%
PSX vs AG
+232.7%
-80.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +2.8% |
| 7D | -8.0% | +10.8% | -18.8% | -8.3% |
| 30D | -9.0% | -8.2% | -0.9% | -8.8% |
| 3M | +24.7% | -13.7% | +38.4% | +25.3% |
| 6M | +49.3% | -27.3% | +76.6% | +51.0% |
| YTD | +100.2% | -4.6% | +104.7% | +95.7% |
| 1Y | +88.8% | +39.4% | +49.5% | +78.2% |
| 3Y | +152.5% | +244.1% | -91.6% | +114.7% |
| All | +152.5% | +232.7% | -80.2% | +114.7% |
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