+378.1%
PSX vs AGI
+392.3%
-14.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | +1.7% | -2.7% | +4.5% | +1.8% |
| 30D | +15.6% | +7.2% | +8.4% | +15.3% |
| 3M | +46.5% | +4.3% | +42.2% | +46.1% |
| 6M | +55.0% | -27.1% | +82.1% | +56.4% |
| YTD | +105.3% | -6.6% | +111.9% | +104.7% |
| 1Y | +101.6% | +9.5% | +92.1% | +99.5% |
| 3Y | +134.1% | +208.4% | -74.3% | +120.4% |
| 5Y | +368.7% | +401.6% | -33.0% | +331.4% |
| All | +378.1% | +392.3% | -14.2% | +361.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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