+101.6%
PSX vs BG
+53.0%
+48.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.9% |
| 7D | +1.7% | +3.1% | -1.4% | +0.7% |
| 30D | +15.6% | +10.2% | +5.4% | +11.9% |
| 3M | +46.5% | -1.7% | +48.1% | +46.5% |
| 6M | +55.0% | +1.0% | +54.0% | +54.2% |
| YTD | +105.3% | +39.9% | +65.4% | +92.6% |
| 1Y | +101.6% | +53.2% | +48.4% | +89.2% |
| All | +101.6% | +53.0% | +48.6% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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