+91.7%
PSX vs AS
+120.4%
-28.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.1% |
| 7D | +4.5% | -4.9% | +9.4% | +4.9% |
| 30D | +26.6% | -19.6% | +46.2% | +28.8% |
| 3M | +39.3% | -14.4% | +53.6% | +40.6% |
| 6M | +56.8% | -20.1% | +76.9% | +59.1% |
| YTD | +101.8% | -20.9% | +122.8% | +104.4% |
| 1Y | +99.6% | -21.9% | +121.5% | +102.2% |
| All | +91.7% | +120.4% | -28.6% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling