+137.1%
PSX vs M
+123.1%
+14.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.3% |
| 7D | +4.5% | +4.7% | -0.2% | +3.7% |
| 30D | +26.6% | -9.6% | +36.3% | +28.7% |
| 3M | +39.3% | +0.9% | +38.4% | +38.4% |
| 6M | +56.8% | +22.3% | +34.5% | +49.7% |
| YTD | +101.8% | +6.5% | +95.3% | +97.4% |
| 1Y | +99.6% | +38.8% | +60.8% | +84.3% |
| All | +137.1% | +123.1% | +14.1% | +88.7% |
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