+86.2%
PSX vs M
+26.3%
+59.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -7.8% | +5.0% | -12.8% | -7.6% |
| 30D | -9.9% | +10.6% | -20.5% | -9.6% |
| 3M | +16.9% | +1.6% | +15.4% | +17.4% |
| 6M | +48.0% | +30.8% | +17.1% | +46.8% |
| YTD | +98.3% | +16.9% | +81.4% | +101.9% |
| 1Y | +86.2% | +26.3% | +59.9% | +87.3% |
| All | +86.2% | +26.3% | +59.8% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling