+135.3%
PSX vs BG
+19.0%
+116.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | +21.6% | +10.3% | +11.3% | +16.7% |
| 3M | +46.5% | -1.9% | +48.4% | +47.0% |
| 6M | +62.0% | +5.2% | +56.8% | +58.0% |
| YTD | +106.3% | +41.2% | +65.2% | +78.8% |
| 1Y | +103.0% | +50.5% | +52.4% | +70.4% |
| All | +135.3% | +19.0% | +116.3% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling