+156.2%
PSX vs ALL
+117.7%
+38.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +7.8% | +5.0% | +2.8% | +6.4% |
| 30D | -10.9% | +13.3% | -24.2% | -14.0% |
| 3M | +14.5% | +3.2% | +11.3% | +13.2% |
| 6M | +56.1% | +25.3% | +30.8% | +45.9% |
| YTD | +109.6% | +30.5% | +79.1% | +93.0% |
| 1Y | +95.5% | +29.2% | +66.3% | +80.6% |
| 3Y | +156.2% | +119.1% | +37.1% | +119.6% |
| All | +156.2% | +117.7% | +38.5% | +119.6% |
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