+96.1%
PSX vs CAPR
+65.7%
+30.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.7% | +10.4% | +1.6% |
| 7D | +6.4% | +19.1% | -12.6% | +6.4% |
| 30D | -10.2% | +48.8% | -59.0% | -10.2% |
| 3M | +17.2% | +144.4% | -127.2% | +17.0% |
| 6M | +51.8% | -67.5% | +119.3% | +52.1% |
| YTD | +108.0% | -64.5% | +172.5% | +108.3% |
| 1Y | +96.1% | +74.4% | +21.7% | +93.1% |
| All | +96.1% | +65.7% | +30.4% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling