+277.8%
PSX vs CAPR
+142.6%
+135.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -0.6% |
| 7D | -13.1% | +41.1% | -54.2% | -13.4% |
| 30D | -9.5% | +11.1% | -20.6% | -9.6% |
| 3M | +20.2% | +115.3% | -95.1% | +19.1% |
| 6M | +44.9% | -73.8% | +118.7% | +45.8% |
| YTD | +94.4% | -68.8% | +163.2% | +95.0% |
| 1Y | +83.1% | +43.3% | +39.8% | +75.1% |
| 3Y | +132.2% | +214.7% | -82.5% | +97.2% |
| All | +277.8% | +142.6% | +135.2% | +200.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling