+86.2%
PSX vs COMP
+16.2%
+70.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.4% | +6.5% | -1.7% |
| 7D | -7.8% | +7.2% | -15.0% | -6.9% |
| 30D | -9.9% | +6.4% | -16.3% | -8.8% |
| 3M | +16.9% | -19.4% | +36.4% | +14.9% |
| 6M | +48.0% | +14.6% | +33.4% | +52.1% |
| YTD | +98.3% | -5.5% | +103.8% | +108.7% |
| 1Y | +86.2% | +13.7% | +72.5% | +91.0% |
| All | +86.2% | +16.2% | +70.0% | +91.0% |
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