+154.3%
PSX vs MSCI
+32.3%
+121.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | +6.4% | -0.7% | +7.1% | +6.5% |
| 30D | -10.2% | +16.2% | -26.4% | -12.1% |
| 3M | +17.2% | +16.1% | +1.0% | +14.5% |
| 6M | +51.8% | +12.9% | +38.8% | +48.3% |
| YTD | +108.0% | +14.8% | +93.2% | +101.6% |
| 1Y | +96.1% | +13.8% | +82.3% | +90.4% |
| All | +154.3% | +32.3% | +121.9% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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