+1,112.1%
PSX vs MSCI
+1,735.1%
-623.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.5% | +0.4% | +4.1% | +4.4% |
| 30D | +26.6% | +0.6% | +26.0% | +26.3% |
| 3M | +39.3% | -7.1% | +46.3% | +41.5% |
| 6M | +56.8% | +0.8% | +56.0% | +55.0% |
| YTD | +101.8% | +1.0% | +100.8% | +98.3% |
| 1Y | +99.6% | +4.3% | +95.3% | +93.2% |
| 3Y | +140.3% | +9.9% | +130.4% | +124.9% |
| 5Y | +339.3% | -6.8% | +346.1% | +318.3% |
| 10Y | +369.9% | +614.7% | -244.8% | +100.1% |
| All | +1,112.1% | +1,735.1% | -623.0% | +274.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling