+1,131.3%
PSX vs BR
+857.8%
+273.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.7% |
| 7D | +2.8% | -5.9% | +8.8% | +5.5% |
| 30D | +27.8% | +1.9% | +25.9% | +26.4% |
| 3M | +42.0% | +14.7% | +27.4% | +32.5% |
| 6M | +58.1% | -12.8% | +70.9% | +65.9% |
| YTD | +105.0% | -23.0% | +128.1% | +126.8% |
| 1Y | +104.9% | -31.7% | +136.6% | +139.5% |
| 3Y | +134.1% | -4.8% | +138.8% | +130.0% |
| 5Y | +363.8% | +7.8% | +356.0% | +315.8% |
| 10Y | +370.1% | +184.1% | +186.0% | +144.9% |
| All | +1,131.3% | +857.8% | +273.5% | +188.2% |
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