+86.2%
PSX vs AR
+9.7%
+76.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | +0.5% |
| 7D | -7.8% | -5.8% | -2.1% | -5.9% |
| 30D | -9.9% | +4.8% | -14.7% | -11.3% |
| 3M | +16.9% | +1.5% | +15.4% | +15.9% |
| 6M | +48.0% | +4.7% | +43.3% | +44.6% |
| YTD | +98.3% | +9.2% | +89.1% | +95.4% |
| 1Y | +86.2% | +11.2% | +75.0% | +82.1% |
| All | +86.2% | +9.7% | +76.5% | +82.1% |
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