+1,158.7%
PSX vs BR
+993.2%
+165.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.5% |
| 7D | +7.8% | +1.1% | +6.7% | +7.3% |
| 30D | -10.9% | +14.4% | -25.3% | -16.2% |
| 3M | +14.5% | +12.4% | +2.1% | +8.1% |
| 6M | +56.1% | +35.4% | +20.7% | +34.7% |
| YTD | +109.6% | -12.2% | +121.7% | +118.0% |
| 1Y | +95.5% | -12.7% | +108.3% | +104.0% |
| 3Y | +156.2% | +14.3% | +141.9% | +131.2% |
| 5Y | +310.0% | +19.3% | +290.7% | +253.0% |
| 10Y | +368.0% | +278.1% | +89.9% | +111.9% |
| All | +1,158.7% | +993.2% | +165.5% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling