+154.3%
PSX vs M
+154.1%
+0.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.9% |
| 7D | +6.4% | +0.6% | +5.8% | +6.3% |
| 30D | -10.2% | +7.0% | -17.2% | -11.3% |
| 3M | +17.2% | +3.1% | +14.0% | +16.2% |
| 6M | +51.8% | +33.5% | +18.2% | +42.7% |
| YTD | +108.0% | +13.4% | +94.6% | +100.8% |
| 1Y | +96.1% | +22.4% | +73.7% | +86.1% |
| All | +154.3% | +154.1% | +0.1% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling