+132.2%
PSX vs AR
+19.9%
+112.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -13.1% | -14.3% | +1.1% | -9.0% |
| 30D | -9.5% | +1.4% | -11.0% | -9.9% |
| 3M | +20.2% | +3.4% | +16.8% | +18.7% |
| 6M | +44.9% | -2.1% | +47.0% | +45.0% |
| YTD | +94.4% | +4.7% | +89.7% | +90.6% |
| 1Y | +83.1% | +10.6% | +72.5% | +76.4% |
| 3Y | +132.2% | +24.6% | +107.6% | +131.3% |
| All | +132.2% | +19.9% | +112.2% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling