+276.4%
PSX vs COMP
-47.7%
+324.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | +4.5% | +1.4% | +3.2% | +4.5% |
| 30D | +26.6% | -13.3% | +39.9% | +27.3% |
| 3M | +39.3% | +41.1% | -1.9% | +36.7% |
| 6M | +56.8% | +17.2% | +39.6% | +54.8% |
| YTD | +101.8% | +5.2% | +96.6% | +100.0% |
| 1Y | +99.6% | +18.9% | +80.7% | +95.8% |
| 3Y | +140.3% | +215.9% | -75.6% | +117.7% |
| 5Y | +339.3% | -31.2% | +370.5% | +322.8% |
| All | +276.4% | -47.7% | +324.1% | +287.9% |
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 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