+302.5%
PSX vs AGI
+243.7%
+58.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.8% |
| 7D | +7.8% | -10.1% | +17.9% | +8.3% |
| 30D | -10.9% | -6.5% | -4.4% | -10.7% |
| 3M | +14.5% | -12.8% | +27.3% | +15.1% |
| 6M | +56.1% | -34.3% | +90.4% | +60.1% |
| YTD | +109.6% | -25.6% | +135.2% | +110.0% |
| 1Y | +95.5% | -14.2% | +109.7% | +92.6% |
| 3Y | +156.2% | +127.3% | +28.9% | +109.9% |
| All | +302.5% | +243.7% | +58.8% | +157.9% |
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 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