+95.5%
PSX vs EW
+25.9%
+69.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +1.0% |
| 7D | +7.8% | +4.9% | +2.9% | +8.8% |
| 30D | -10.9% | +23.9% | -34.8% | -7.2% |
| 3M | +14.5% | +15.8% | -1.3% | +18.3% |
| 6M | +56.1% | +31.7% | +24.5% | +64.7% |
| YTD | +109.6% | +25.7% | +83.9% | +116.7% |
| 1Y | +95.5% | +24.4% | +71.1% | +104.1% |
| All | +95.5% | +25.9% | +69.6% | +104.1% |
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