+134.1%
PSX vs BR
-5.3%
+139.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +1.7% | -3.0% | +4.7% | +2.4% |
| 30D | +15.6% | -0.3% | +15.9% | +15.5% |
| 3M | +46.5% | +17.3% | +29.2% | +40.3% |
| 6M | +55.0% | -6.7% | +61.7% | +57.5% |
| YTD | +105.3% | -23.4% | +128.7% | +124.0% |
| 1Y | +101.6% | -32.7% | +134.3% | +132.6% |
| 3Y | +134.1% | -5.9% | +140.1% | +125.7% |
| All | +134.1% | -5.3% | +139.5% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling