+1,102.3%
PSX vs ALL
+973.9%
+128.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | -8.0% | -3.9% | -4.1% | -6.1% |
| 30D | -9.0% | +10.6% | -19.7% | -14.5% |
| 3M | +24.7% | -4.6% | +29.3% | +27.3% |
| 6M | +49.3% | +20.2% | +29.1% | +32.3% |
| YTD | +100.2% | +23.7% | +76.5% | +72.9% |
| 1Y | +88.8% | +27.9% | +61.0% | +59.8% |
| 3Y | +152.5% | +109.2% | +43.3% | +49.8% |
| 5Y | +283.2% | +148.0% | +135.2% | +89.8% |
| 10Y | +345.8% | +363.8% | -18.0% | +44.7% |
| All | +1,102.3% | +973.9% | +128.3% | +174.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling