+273.4%
PSX vs COMP
-49.2%
+322.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.7% | -2.7% | +2.8% |
| 7D | -8.0% | +14.5% | -22.5% | -8.5% |
| 30D | -9.0% | +14.9% | -24.0% | -9.6% |
| 3M | +24.7% | -14.2% | +39.0% | +25.3% |
| 6M | +49.3% | +23.7% | +25.6% | +47.2% |
| YTD | +100.2% | +2.1% | +98.1% | +98.4% |
| 1Y | +88.8% | +26.2% | +62.6% | +84.6% |
| 3Y | +152.5% | +470.9% | -318.4% | +120.0% |
| 5Y | +283.2% | -14.0% | +297.2% | +260.4% |
| All | +273.4% | -49.2% | +322.6% | +284.7% |
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