+83.1%
PSX vs AR
+8.4%
+74.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -13.1% | -14.3% | +1.1% | -8.4% |
| 30D | -9.5% | +1.4% | -11.0% | -9.9% |
| 3M | +20.2% | +3.4% | +16.8% | +18.3% |
| 6M | +44.9% | -2.1% | +47.0% | +44.9% |
| YTD | +94.4% | +4.7% | +89.7% | +94.4% |
| 1Y | +83.1% | +10.6% | +72.5% | +79.7% |
| All | +83.1% | +8.4% | +74.7% | +79.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling