+99.6%
PSX vs IR
-1.2%
+100.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | +4.5% | -2.8% | +7.4% | +4.4% |
| 30D | +26.6% | -15.1% | +41.7% | +25.5% |
| 3M | +39.3% | +6.1% | +33.2% | +38.7% |
| 6M | +56.8% | -16.8% | +73.6% | +62.9% |
| YTD | +101.8% | -3.5% | +105.4% | +99.3% |
| 1Y | +99.6% | -3.5% | +103.1% | +98.0% |
| All | +99.6% | -1.2% | +100.8% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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