+302.5%
PSX vs COMP
-10.9%
+313.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | +7.8% | 0.0% | +7.8% | +7.8% |
| 30D | -10.9% | +16.6% | -27.4% | -11.5% |
| 3M | +14.5% | -23.5% | +38.0% | +15.5% |
| 6M | +56.1% | +25.7% | +30.4% | +53.8% |
| YTD | +109.6% | -3.4% | +113.0% | +108.3% |
| 1Y | +95.5% | +7.6% | +87.9% | +92.9% |
| 3Y | +156.2% | +423.6% | -267.4% | +125.6% |
| All | +302.5% | -10.9% | +313.4% | +274.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling