+378.1%
PSX vs AU
+699.0%
-320.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +1.7% | -4.3% | +6.0% | +1.9% |
| 30D | +15.6% | +7.3% | +8.3% | +15.2% |
| 3M | +46.5% | +26.3% | +20.1% | +44.9% |
| 6M | +55.0% | +1.8% | +53.2% | +54.3% |
| YTD | +105.3% | +26.8% | +78.5% | +101.6% |
| 1Y | +101.6% | +66.7% | +34.9% | +94.8% |
| 3Y | +134.1% | +579.1% | -444.9% | +106.7% |
| 5Y | +368.7% | +689.3% | -320.6% | +308.4% |
| All | +378.1% | +699.0% | -320.9% | +322.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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