+97.6%
PSX vs AS
+125.3%
-27.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.8% |
| 7D | +6.4% | -3.6% | +10.0% | +6.7% |
| 30D | -10.2% | +3.4% | -13.6% | -10.5% |
| 3M | +17.2% | -8.6% | +25.8% | +17.9% |
| 6M | +51.8% | -10.0% | +61.8% | +52.2% |
| YTD | +108.0% | -19.2% | +127.2% | +110.2% |
| 1Y | +96.1% | -3.8% | +99.9% | +92.3% |
| All | +97.6% | +125.3% | -27.7% | +73.8% |
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 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