+133.3%
PSX vs GPN
-27.4%
+160.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.6% | -1.2% |
| 7D | +1.5% | -3.5% | +5.0% | +2.2% |
| 30D | +15.8% | +3.1% | +12.7% | +14.9% |
| 3M | +43.0% | +42.3% | +0.7% | +31.6% |
| 6M | +61.1% | +20.9% | +40.2% | +53.1% |
| YTD | +104.5% | +15.2% | +89.3% | +96.1% |
| 1Y | +102.5% | +5.4% | +97.1% | +98.5% |
| All | +133.3% | -27.4% | +160.7% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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