+56.8%
PSX vs IR
-16.8%
+73.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.6% |
| 7D | +4.5% | -2.8% | +7.4% | +3.6% |
| 30D | +26.6% | -15.1% | +41.7% | +19.6% |
| 3M | +39.3% | +6.1% | +33.2% | +43.6% |
| 6M | +56.8% | -16.8% | +73.6% | +51.9% |
| All | +56.8% | -16.8% | +73.7% | +51.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling