+353.6%
PSX vs IR
+342.0%
+11.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +0.9% |
| 7D | -8.0% | +5.0% | -13.0% | -10.0% |
| 30D | -9.0% | +10.3% | -19.4% | -13.2% |
| 3M | +24.7% | -0.1% | +24.8% | +24.0% |
| 6M | +49.3% | +14.8% | +34.6% | +37.5% |
| YTD | +100.2% | +9.7% | +90.4% | +84.4% |
| 1Y | +88.8% | +12.2% | +76.6% | +71.7% |
| 3Y | +152.5% | +30.0% | +122.5% | +108.4% |
| 5Y | +283.2% | +46.8% | +236.4% | +187.3% |
| All | +353.6% | +342.0% | +11.5% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling