+277.8%
PSX vs ALL
+143.1%
+134.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | +0.9% |
| 7D | -13.1% | -1.9% | -11.2% | -12.7% |
| 30D | -9.5% | +13.8% | -23.3% | -13.3% |
| 3M | +20.2% | -7.0% | +27.2% | +22.6% |
| 6M | +44.9% | +18.0% | +26.9% | +36.5% |
| YTD | +94.4% | +24.2% | +70.2% | +79.5% |
| 1Y | +83.1% | +31.2% | +51.9% | +65.9% |
| 3Y | +132.2% | +107.5% | +24.6% | +77.0% |
| All | +277.8% | +143.1% | +134.7% | +161.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling