+133.4%
PSX vs COMP
+309.8%
-176.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -8.2% | +3.3% | -4.9% |
| 7D | -9.7% | -1.8% | -7.9% | -9.7% |
| 30D | -8.4% | -0.8% | -7.7% | -8.4% |
| 3M | +22.6% | -28.1% | +50.7% | +22.7% |
| 6M | +38.8% | +27.0% | +11.8% | +37.8% |
| YTD | +95.5% | -12.8% | +108.2% | +96.7% |
| 1Y | +87.1% | +4.9% | +82.2% | +86.3% |
| All | +133.4% | +309.8% | -176.4% | +122.6% |
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