+1,131.3%
PSX vs AGI
+128.0%
+1,003.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.6% |
| 7D | +2.8% | +4.4% | -1.6% | +2.7% |
| 30D | +27.8% | +10.0% | +17.8% | +27.3% |
| 3M | +42.0% | +1.7% | +40.3% | +41.8% |
| 6M | +58.1% | -26.8% | +84.9% | +59.4% |
| YTD | +105.0% | -5.3% | +110.4% | +104.4% |
| 1Y | +104.9% | +11.5% | +93.4% | +102.8% |
| 3Y | +134.1% | +212.9% | -78.9% | +121.2% |
| 5Y | +363.8% | +388.8% | -25.0% | +329.4% |
| 10Y | +370.1% | +383.6% | -13.5% | +334.2% |
| All | +1,131.3% | +128.0% | +1,003.3% | +1,032.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling