+112.1%
PSX vs IRE
-98.1%
+210.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.4% | +15.1% | +0.7% |
| 7D | +7.8% | -31.8% | +39.6% | +7.6% |
| 30D | -10.9% | -71.8% | +60.9% | -11.5% |
| 3M | +14.5% | -88.9% | +103.4% | +13.0% |
| 6M | +56.1% | -95.4% | +151.5% | +53.6% |
| YTD | +109.6% | -94.2% | +203.8% | +104.1% |
| 1Y | +95.5% | -97.1% | +192.6% | +91.3% |
| All | +112.1% | -98.1% | +210.2% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling