+135.3%
PSX vs AGI
+214.4%
-79.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.7% |
| 7D | +1.8% | +2.2% | -0.4% | +1.9% |
| 30D | +21.6% | +11.3% | +10.4% | +21.8% |
| 3M | +46.5% | +5.6% | +40.8% | +46.8% |
| 6M | +62.0% | -27.7% | +89.7% | +63.5% |
| YTD | +106.3% | -4.1% | +110.4% | +105.7% |
| 1Y | +103.0% | +13.8% | +89.2% | +101.7% |
| All | +135.3% | +214.4% | -79.1% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling