+1,149.3%
PSX vs IT
+351.3%
+798.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +2.0% |
| 7D | +6.4% | -3.7% | +10.1% | +7.6% |
| 30D | -10.2% | -3.1% | -7.1% | -10.0% |
| 3M | +17.2% | +6.3% | +10.8% | +13.1% |
| 6M | +51.8% | +24.8% | +27.0% | +35.4% |
| YTD | +108.0% | -24.4% | +132.4% | +117.2% |
| 1Y | +96.1% | -17.1% | +113.2% | +97.3% |
| 3Y | +155.9% | -53.6% | +209.5% | +212.6% |
| 5Y | +306.9% | -42.5% | +349.4% | +332.9% |
| 10Y | +364.5% | +88.8% | +275.7% | +156.9% |
| All | +1,149.3% | +351.3% | +798.0% | +367.9% |
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