+104.9%
PSX vs ALL
+28.5%
+76.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +3.9% | +2.1% |
| 7D | +2.8% | -1.7% | +4.5% | +3.2% |
| 30D | +27.8% | -4.7% | +32.4% | +28.9% |
| 3M | +42.0% | +18.4% | +23.7% | +36.2% |
| 6M | +58.1% | +20.5% | +37.6% | +51.3% |
| YTD | +105.0% | +23.5% | +81.5% | +94.0% |
| 1Y | +104.9% | +29.0% | +75.9% | +95.2% |
| All | +104.9% | +28.5% | +76.4% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling