+365.6%
PSX vs AR
+47.7%
+317.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +4.5% | +2.5% | +2.0% | +3.9% |
| 30D | +26.6% | +14.8% | +11.8% | +22.2% |
| 3M | +39.3% | +6.2% | +33.0% | +36.8% |
| 6M | +56.8% | +4.3% | +52.5% | +54.8% |
| YTD | +101.8% | +14.4% | +87.5% | +93.9% |
| 1Y | +99.6% | +21.3% | +78.3% | +88.1% |
| 3Y | +140.3% | +39.8% | +100.5% | +112.5% |
| 5Y | +339.3% | +142.1% | +197.3% | +228.9% |
| All | +365.6% | +47.7% | +317.9% | +196.7% |
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