+367.0%
PSX vs BR
+7.7%
+359.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.5% | -6.0% | +7.5% | +2.9% |
| 30D | +15.8% | -0.9% | +16.7% | +15.9% |
| 3M | +43.0% | +16.4% | +26.6% | +37.4% |
| 6M | +61.1% | -8.2% | +69.3% | +63.7% |
| YTD | +104.5% | -23.2% | +127.7% | +118.4% |
| 1Y | +102.5% | -30.9% | +133.5% | +123.3% |
| 3Y | +133.5% | -5.0% | +138.5% | +135.1% |
| 5Y | +367.0% | +8.8% | +358.2% | +350.8% |
| All | +367.0% | +7.7% | +359.3% | +350.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling