+362.6%
PSX vs AUR
-35.1%
+397.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | +1.7% | +1.4% | +0.3% | +1.7% |
| 30D | +15.6% | -6.4% | +22.0% | +15.8% |
| 3M | +46.5% | +7.7% | +38.8% | +45.7% |
| 6M | +55.0% | +44.5% | +10.5% | +51.5% |
| YTD | +105.3% | +67.4% | +37.8% | +99.1% |
| 1Y | +101.6% | +15.4% | +86.2% | +98.3% |
| 3Y | +134.1% | +94.8% | +39.3% | +122.1% |
| All | +362.6% | -35.1% | +397.6% | +313.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling