+141.2%
PSX vs IP
+21.5%
+119.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.1% |
| 7D | +4.5% | -5.3% | +9.8% | +5.3% |
| 30D | +26.6% | -10.9% | +37.5% | +28.6% |
| 3M | +39.3% | +11.2% | +28.1% | +35.7% |
| 6M | +56.8% | -10.2% | +67.0% | +60.6% |
| YTD | +101.8% | -2.0% | +103.8% | +100.7% |
| 1Y | +99.6% | -19.1% | +118.7% | +109.0% |
| All | +141.2% | +21.5% | +119.7% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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