+83.1%
PSX vs COMP
+16.2%
+66.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.7% | -11.3% | +0.6% |
| 7D | -13.1% | +13.4% | -26.6% | -11.7% |
| 30D | -9.5% | +11.1% | -20.6% | -8.1% |
| 3M | +20.2% | -18.8% | +39.0% | +18.1% |
| 6M | +44.9% | +10.5% | +34.4% | +48.3% |
| YTD | +94.4% | -3.4% | +97.8% | +104.9% |
| 1Y | +83.1% | +19.7% | +63.4% | +87.2% |
| All | +83.1% | +16.2% | +66.9% | +87.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling