+96.9%
PSX vs EW
+19.7%
+77.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -3.7% |
| 7D | -5.2% | +8.3% | -13.4% | -3.7% |
| 30D | -3.7% | +13.9% | -17.7% | -1.4% |
| 3M | +26.8% | +10.9% | +15.9% | +29.5% |
| 6M | +47.3% | +19.2% | +28.1% | +52.6% |
| YTD | +105.4% | +16.6% | +88.8% | +109.6% |
| 1Y | +96.9% | +18.1% | +78.8% | +102.0% |
| All | +96.9% | +19.7% | +77.3% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling