+262.6%
PSX vs COMP
-52.0%
+314.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.7% | -11.3% | -0.9% |
| 7D | -13.1% | +13.4% | -26.6% | -13.6% |
| 30D | -9.5% | +11.1% | -20.6% | -10.0% |
| 3M | +20.2% | -18.8% | +39.0% | +21.0% |
| 6M | +44.9% | +10.5% | +34.4% | +43.5% |
| YTD | +94.4% | -3.4% | +97.8% | +93.1% |
| 1Y | +83.1% | +19.7% | +63.4% | +79.3% |
| 3Y | +132.2% | +381.6% | -249.5% | +104.2% |
| 5Y | +278.8% | -17.6% | +296.4% | +256.6% |
| All | +262.6% | -52.0% | +314.6% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling