+132.2%
PSX vs IR
+27.4%
+104.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | -13.1% | +3.7% | -16.8% | -14.0% |
| 30D | -9.5% | +7.4% | -17.0% | -11.4% |
| 3M | +20.2% | -5.9% | +26.1% | +22.1% |
| 6M | +44.9% | +5.6% | +39.3% | +41.1% |
| YTD | +94.4% | +4.8% | +89.6% | +85.6% |
| 1Y | +83.1% | +6.9% | +76.1% | +72.8% |
| 3Y | +132.2% | +27.6% | +104.6% | +93.3% |
| All | +132.2% | +27.4% | +104.8% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling