+87.9%
PSX vs AS
+8.1%
+79.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.2% | +3.6% |
| 7D | -8.0% | +5.8% | -13.8% | -6.8% |
| 30D | -9.0% | +15.4% | -24.4% | -6.1% |
| 3M | +24.7% | -11.9% | +36.6% | +21.8% |
| 6M | +49.3% | -9.9% | +59.2% | +47.3% |
| YTD | +100.2% | -13.1% | +113.3% | +99.3% |
| All | +87.9% | +8.1% | +79.8% | +92.0% |
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