+94.4%
PSX vs AS
+131.9%
-37.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +3.4% |
| 7D | -0.4% | -3.0% | +2.7% | -0.1% |
| 30D | -8.1% | +9.6% | -17.6% | -8.8% |
| 3M | +15.9% | -8.2% | +24.1% | +16.7% |
| 6M | +49.4% | -9.9% | +59.3% | +50.0% |
| YTD | +104.7% | -16.8% | +121.4% | +106.4% |
| 1Y | +89.1% | +3.0% | +86.1% | +83.8% |
| All | +94.4% | +131.9% | -37.5% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling