+107.1%
PSX vs IRE
-97.5%
+204.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.1% | -8.9% | +3.2% |
| 7D | -0.4% | -15.1% | +14.8% | -0.4% |
| 30D | -8.1% | -71.4% | +63.3% | -8.9% |
| 3M | +15.9% | -81.2% | +97.1% | +14.7% |
| 6M | +49.4% | -93.7% | +143.1% | +47.2% |
| YTD | +104.7% | -92.2% | +196.9% | +99.7% |
| 1Y | +89.1% | -97.3% | +186.4% | +84.5% |
| All | +107.1% | -97.5% | +204.6% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling