+367.0%
PSX vs AU
+673.1%
-306.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.7% |
| 7D | +1.5% | -7.0% | +8.5% | +1.9% |
| 30D | +15.8% | +7.3% | +8.6% | +15.3% |
| 3M | +43.0% | +33.2% | +9.8% | +40.3% |
| 6M | +61.1% | -0.6% | +61.7% | +60.4% |
| YTD | +104.5% | +26.2% | +78.4% | +98.5% |
| 1Y | +102.5% | +68.3% | +34.3% | +90.3% |
| 3Y | +133.5% | +592.1% | -458.6% | +78.9% |
| 5Y | +367.0% | +685.3% | -318.3% | +236.0% |
| All | +367.0% | +673.1% | -306.2% | +236.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling