+362.6%
PSX vs AGI
+400.3%
-37.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +1.7% | -2.7% | +4.5% | +1.9% |
| 30D | +15.6% | +7.2% | +8.4% | +15.0% |
| 3M | +46.5% | +4.3% | +42.2% | +45.7% |
| 6M | +55.0% | -27.1% | +82.1% | +58.6% |
| YTD | +105.3% | -6.6% | +111.9% | +103.2% |
| 1Y | +101.6% | +9.5% | +92.1% | +95.2% |
| 3Y | +134.1% | +208.4% | -74.3% | +86.6% |
| All | +362.6% | +400.3% | -37.7% | +224.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling