+101.6%
PSX vs AUR
+17.8%
+83.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.4% |
| 7D | +1.7% | +1.4% | +0.3% | +1.7% |
| 30D | +15.6% | -6.4% | +22.0% | +15.7% |
| 3M | +46.5% | +7.7% | +38.8% | +46.0% |
| 6M | +55.0% | +44.5% | +10.5% | +49.4% |
| YTD | +105.3% | +67.4% | +37.8% | +95.1% |
| 1Y | +101.6% | +15.4% | +86.2% | +93.1% |
| All | +101.6% | +17.8% | +83.8% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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