+104.9%
PSX vs IR
-7.1%
+112.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.5% |
| 7D | +2.8% | +0.6% | +2.2% | +2.9% |
| 30D | +27.8% | -13.6% | +41.4% | +26.7% |
| 3M | +42.0% | +3.7% | +38.4% | +41.4% |
| 6M | +58.1% | -13.1% | +71.2% | +60.7% |
| YTD | +105.0% | -5.1% | +110.1% | +102.2% |
| 1Y | +104.9% | -6.5% | +111.4% | +102.1% |
| All | +104.9% | -7.1% | +112.0% | +102.1% |
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