+132.2%
PSX vs COMP
+353.8%
-221.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.7% | -11.3% | -0.5% |
| 7D | -13.1% | +13.4% | -26.6% | -13.1% |
| 30D | -9.5% | +11.1% | -20.6% | -9.5% |
| 3M | +20.2% | -18.8% | +39.0% | +20.3% |
| 6M | +44.9% | +10.5% | +34.4% | +44.7% |
| YTD | +94.4% | -3.4% | +97.8% | +95.7% |
| 1Y | +83.1% | +19.7% | +63.4% | +82.0% |
| 3Y | +132.2% | +381.6% | -249.5% | +121.4% |
| All | +132.2% | +353.8% | -221.6% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling