+1,112.1%
PSX vs ALL
+998.4%
+113.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.9% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | +26.6% | -1.5% | +28.1% | +27.4% |
| 3M | +39.3% | +23.6% | +15.6% | +21.9% |
| 6M | +56.8% | +22.3% | +34.5% | +37.7% |
| YTD | +101.8% | +26.5% | +75.3% | +72.9% |
| 1Y | +99.6% | +27.0% | +72.6% | +69.8% |
| 3Y | +140.3% | +149.6% | -9.2% | +27.0% |
| 5Y | +339.3% | +118.1% | +221.2% | +141.8% |
| 10Y | +369.9% | +369.0% | +0.9% | +52.3% |
| All | +1,112.1% | +998.4% | +113.7% | +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