+364.6%
PSX vs IR
+282.2%
+82.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.3% |
| 7D | +2.8% | +0.6% | +2.2% | +2.5% |
| 30D | +27.8% | -13.6% | +41.4% | +36.1% |
| 3M | +42.0% | +3.7% | +38.4% | +37.7% |
| 6M | +58.1% | -13.1% | +71.2% | +63.7% |
| YTD | +105.0% | -5.1% | +110.1% | +102.4% |
| 1Y | +104.9% | -6.5% | +111.4% | +102.8% |
| 3Y | +134.1% | +8.5% | +125.5% | +109.9% |
| 5Y | +363.8% | +43.3% | +320.5% | +248.5% |
| All | +364.6% | +282.2% | +82.4% | +127.0% |
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 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