+38.8%
PSX vs COMP
+29.1%
+9.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -8.2% | +3.3% | -6.0% |
| 7D | -9.7% | -1.8% | -7.9% | -9.7% |
| 30D | -8.4% | -0.8% | -7.7% | -8.0% |
| 3M | +22.6% | -28.1% | +50.7% | +17.5% |
| 6M | +38.8% | +27.0% | +11.8% | +46.5% |
| All | +38.8% | +29.1% | +9.6% | +46.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling