+102.6%
PSX vs IRE
-97.3%
+199.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.5% | +3.0% |
| 7D | -8.0% | -15.5% | +7.5% | -7.9% |
| 30D | -9.0% | -70.4% | +61.3% | -9.8% |
| 3M | +24.7% | -81.6% | +106.4% | +23.4% |
| 6M | +49.3% | -94.7% | +144.0% | +47.2% |
| YTD | +100.2% | -91.8% | +191.9% | +95.3% |
| 1Y | +88.8% | -97.6% | +186.4% | +84.0% |
| All | +102.6% | -97.3% | +199.9% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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