+96.9%
PSX vs AS
+3.3%
+93.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.1% | -9.6% | -3.4% |
| 7D | -5.2% | +13.8% | -18.9% | -2.4% |
| 30D | -3.7% | +16.7% | -20.4% | -0.3% |
| 3M | +26.8% | -11.5% | +38.3% | +24.0% |
| 6M | +47.3% | -5.5% | +52.8% | +46.6% |
| YTD | +105.4% | -14.2% | +119.6% | +104.0% |
| 1Y | +96.9% | +2.1% | +94.8% | +101.8% |
| All | +96.9% | +3.3% | +93.6% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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