+83.1%
PSX vs AS
+0.9%
+82.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.4% |
| 7D | -13.1% | +6.9% | -20.1% | -11.8% |
| 30D | -9.5% | +16.0% | -25.5% | -6.4% |
| 3M | +20.2% | -12.8% | +33.0% | +17.2% |
| 6M | +44.9% | -15.4% | +60.3% | +41.3% |
| YTD | +94.4% | -15.7% | +110.2% | +92.4% |
| 1Y | +83.1% | +6.1% | +77.0% | +86.5% |
| All | +83.1% | +0.9% | +82.2% | +86.5% |
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