+378.1%
PSX vs BR
+189.7%
+188.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.7% | -3.0% | +4.7% | +2.9% |
| 30D | +15.6% | -0.3% | +15.9% | +15.5% |
| 3M | +46.5% | +17.3% | +29.2% | +35.9% |
| 6M | +55.0% | -6.7% | +61.7% | +57.7% |
| YTD | +105.3% | -23.4% | +128.7% | +126.9% |
| 1Y | +101.6% | -32.7% | +134.3% | +136.2% |
| 3Y | +134.1% | -5.9% | +140.1% | +131.6% |
| 5Y | +368.7% | +8.4% | +360.2% | +321.0% |
| All | +378.1% | +189.7% | +188.4% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling