+273.9%
PSX vs AUR
-35.0%
+308.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.8% | +11.1% | -9.3% | +1.4% |
| 30D | +21.6% | -6.9% | +28.5% | +21.9% |
| 3M | +46.5% | +5.5% | +40.9% | +45.8% |
| 6M | +62.0% | +41.0% | +21.0% | +58.5% |
| YTD | +106.3% | +69.3% | +37.1% | +100.0% |
| 1Y | +103.0% | +14.0% | +88.9% | +99.7% |
| 3Y | +135.5% | +90.1% | +45.5% | +123.5% |
| 5Y | +368.5% | -34.4% | +402.9% | +319.6% |
| All | +273.9% | -35.0% | +308.9% | +239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling