+302.5%
PSX vs AR
+99.4%
+203.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +7.8% | +7.4% | +0.4% | +5.4% |
| 30D | -10.9% | +5.8% | -16.7% | -12.5% |
| 3M | +14.5% | +5.2% | +9.3% | +12.3% |
| 6M | +56.1% | +5.4% | +50.7% | +52.6% |
| YTD | +109.6% | +12.4% | +97.2% | +99.9% |
| 1Y | +95.5% | +12.8% | +82.7% | +86.0% |
| 3Y | +156.2% | +47.2% | +109.0% | +116.4% |
| All | +302.5% | +99.4% | +203.1% | +205.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling