+358.2%
PSX vs AR
+57.2%
+300.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | +6.4% | +6.4% | 0.0% | +4.7% |
| 30D | -10.2% | +3.1% | -13.3% | -11.0% |
| 3M | +17.2% | +3.3% | +13.9% | +15.9% |
| 6M | +51.8% | +6.6% | +45.2% | +48.7% |
| YTD | +108.0% | +12.3% | +95.7% | +100.3% |
| 1Y | +96.1% | +12.3% | +83.8% | +88.6% |
| 3Y | +155.9% | +50.4% | +105.4% | +122.4% |
| 5Y | +306.9% | +101.0% | +205.9% | +218.5% |
| All | +358.2% | +57.2% | +300.9% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling