+1,112.1%
PSX vs IT
+340.8%
+771.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.7% |
| 7D | +4.5% | -6.0% | +10.6% | +6.5% |
| 30D | +26.6% | 0.0% | +26.6% | +26.1% |
| 3M | +39.3% | +13.1% | +26.2% | +30.7% |
| 6M | +56.8% | +11.7% | +45.1% | +46.2% |
| YTD | +101.8% | -26.1% | +127.9% | +115.0% |
| 1Y | +99.6% | -21.3% | +120.9% | +105.4% |
| 3Y | +140.3% | -46.7% | +187.1% | +177.2% |
| 5Y | +339.3% | -40.5% | +379.8% | +360.6% |
| 10Y | +369.9% | +103.9% | +266.0% | +153.7% |
| All | +1,112.1% | +340.8% | +771.3% | +363.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 all: compounded portfolio wealth divided by compounded IT 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…
all analysis · Full analysis span regression · 6 months rolling