+277.8%
PSX vs IP
-12.0%
+289.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | -13.1% | -5.1% | -8.1% | -12.2% |
| 30D | -9.5% | +8.5% | -18.1% | -11.1% |
| 3M | +20.2% | -13.8% | +34.0% | +23.7% |
| 6M | +44.9% | +5.7% | +39.2% | +40.6% |
| YTD | +94.4% | -9.1% | +103.5% | +94.1% |
| 1Y | +83.1% | -0.8% | +83.9% | +77.2% |
| 3Y | +132.2% | +14.8% | +117.4% | +107.3% |
| All | +277.8% | -12.0% | +289.8% | +275.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling