+264.6%
PSX vs COMP
-56.6%
+321.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -8.2% | +3.3% | -4.5% |
| 7D | -9.7% | -1.8% | -7.9% | -9.7% |
| 30D | -8.4% | -0.8% | -7.7% | -8.5% |
| 3M | +22.6% | -28.1% | +50.7% | +24.1% |
| 6M | +38.8% | +27.0% | +11.8% | +36.1% |
| YTD | +95.5% | -12.8% | +108.2% | +94.9% |
| 1Y | +87.1% | +4.9% | +82.2% | +84.4% |
| 3Y | +133.5% | +321.0% | -187.5% | +106.7% |
| 5Y | +280.9% | -25.6% | +306.5% | +260.1% |
| All | +264.6% | -56.6% | +321.2% | +278.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling