+132.2%
PSX vs EW
+51.9%
+80.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | -13.1% | +11.0% | -24.1% | -12.9% |
| 30D | -9.5% | +19.1% | -28.6% | -9.2% |
| 3M | +20.2% | +14.4% | +5.8% | +20.6% |
| 6M | +44.9% | +22.8% | +22.1% | +45.5% |
| YTD | +94.4% | +19.8% | +74.6% | +95.2% |
| 1Y | +83.1% | +23.9% | +59.2% | +83.7% |
| 3Y | +132.2% | +52.2% | +79.9% | +124.7% |
| All | +132.2% | +51.9% | +80.2% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling