+132.2%
PSX vs ALL
+105.5%
+26.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | +0.7% |
| 7D | -13.1% | -1.9% | -11.2% | -12.7% |
| 30D | -9.5% | +13.8% | -23.3% | -12.8% |
| 3M | +20.2% | -7.0% | +27.2% | +22.2% |
| 6M | +44.9% | +18.0% | +26.9% | +37.5% |
| YTD | +94.4% | +24.2% | +70.2% | +81.2% |
| 1Y | +83.1% | +31.2% | +51.9% | +68.0% |
| 3Y | +132.2% | +107.5% | +24.6% | +88.9% |
| All | +132.2% | +105.5% | +26.6% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling